+553.6%
SCHD vs LNT
+444.0%
+109.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | -1.0% | -0.9% | -1.5% |
| 30D | -0.4% | -4.2% | +3.8% | +1.4% |
| 3M | +5.7% | -6.7% | +12.4% | +8.7% |
| 6M | +11.9% | -3.6% | +15.5% | +13.2% |
| YTD | +26.4% | +5.9% | +20.6% | +22.8% |
| 1Y | +27.6% | +7.3% | +20.4% | +23.1% |
| 3Y | +54.9% | +46.5% | +8.5% | +29.1% |
| 5Y | +60.9% | +32.5% | +28.5% | +38.3% |
| 10Y | +243.4% | +147.9% | +95.5% | +125.2% |
| All | +553.6% | +444.0% | +109.6% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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