+566.6%
SCHD vs LII
+1,529.5%
-962.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +3.4% | -12.6% | +16.1% | +7.4% |
| 3M | +7.6% | -24.4% | +32.1% | +15.1% |
| 6M | +12.2% | -28.7% | +40.9% | +21.2% |
| YTD | +29.0% | -19.1% | +48.1% | +33.6% |
| 1Y | +30.3% | -29.7% | +60.0% | +40.3% |
| 3Y | +56.1% | +4.8% | +51.4% | +43.1% |
| 5Y | +60.4% | +24.6% | +35.9% | +35.2% |
| 10Y | +241.3% | +169.2% | +72.1% | +118.1% |
| All | +566.6% | +1,529.5% | -962.9% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling