+257.7%
SCHD vs LII
+166.1%
+91.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +7.7% | -0.6% | +8.3% | +7.5% |
| 3M | +5.7% | -17.0% | +22.7% | +11.1% |
| 6M | +14.9% | -31.1% | +46.1% | +25.5% |
| YTD | +34.2% | -27.7% | +61.9% | +42.9% |
| 1Y | +36.8% | -26.2% | +62.9% | +44.5% |
| 3Y | +73.2% | -9.6% | +82.8% | +64.1% |
| 5Y | +62.8% | +15.7% | +47.1% | +37.1% |
| All | +257.7% | +166.1% | +91.6% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling