+60.2%
SCHD vs LMT
+72.2%
-12.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -0.4% | -13.1% | +12.7% | +2.1% |
| 3M | +5.7% | -3.9% | +9.6% | +6.2% |
| 6M | +11.9% | -18.3% | +30.1% | +15.9% |
| YTD | +26.4% | +10.3% | +16.1% | +22.7% |
| 1Y | +27.6% | +14.2% | +13.4% | +22.8% |
| 3Y | +54.9% | +35.0% | +20.0% | +41.6% |
| All | +60.2% | +72.2% | -12.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 5y: compounded portfolio wealth divided by compounded LMT 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…
5y analysis · Full analysis span regression · 6 months rolling