+74.5%
SCHD vs LII
-8.2%
+82.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.7% | +2.9% | -0.2% | +2.2% |
| 30D | +7.1% | +0.9% | +6.2% | +6.8% |
| 3M | +5.7% | -15.5% | +21.3% | +8.5% |
| 6M | +15.6% | -30.2% | +45.8% | +21.3% |
| YTD | +34.9% | -26.8% | +61.8% | +39.3% |
| 1Y | +37.4% | -25.3% | +62.6% | +41.0% |
| 3Y | +74.5% | -7.8% | +82.3% | +67.7% |
| All | +74.5% | -8.2% | +82.7% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling