+238.6%
SCHD vs LNG
+562.2%
-323.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | -4.7% | +2.7% | -1.0% |
| 30D | -0.4% | +3.8% | -4.2% | -1.3% |
| 3M | +5.7% | +16.2% | -10.4% | +2.0% |
| 6M | +11.9% | +11.7% | +0.2% | +8.4% |
| YTD | +26.4% | +44.2% | -17.8% | +15.3% |
| 1Y | +27.6% | +18.6% | +9.0% | +21.6% |
| 3Y | +54.9% | +77.4% | -22.5% | +32.7% |
| 5Y | +60.9% | +232.3% | -171.3% | +14.4% |
| All | +238.6% | +562.2% | -323.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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