+238.6%
SCHD vs LII
+165.8%
+72.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.9% |
| 7D | -2.0% | -6.3% | +4.3% | -0.1% |
| 30D | -0.4% | -13.0% | +12.6% | +3.6% |
| 3M | +5.7% | -29.0% | +34.8% | +15.1% |
| 6M | +11.9% | -27.7% | +39.5% | +20.1% |
| YTD | +26.4% | -24.2% | +50.7% | +33.3% |
| 1Y | +27.6% | -34.8% | +62.4% | +40.6% |
| 3Y | +54.9% | -4.2% | +59.2% | +44.5% |
| 5Y | +60.9% | +20.9% | +40.0% | +34.2% |
| All | +238.6% | +165.8% | +72.8% | +118.3% |
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