+258.6%
SCHD vs LSCC
+1,486.2%
-1,227.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.8% | -0.9% |
| 7D | -0.5% | +14.5% | -15.0% | -2.6% |
| 30D | +8.3% | -0.1% | +8.4% | +7.7% |
| 3M | +5.9% | -2.7% | +8.6% | +5.3% |
| 6M | +15.3% | -4.8% | +20.1% | +13.5% |
| YTD | +34.5% | +66.9% | -32.3% | +19.7% |
| 1Y | +37.2% | +85.8% | -48.7% | +19.7% |
| 3Y | +73.6% | +115.6% | -42.0% | +40.6% |
| 5Y | +63.7% | +48.8% | +14.9% | +34.6% |
| All | +258.6% | +1,486.2% | -1,227.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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