+257.7%
SCHD vs LSCC
+1,435.5%
-1,177.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.2% |
| 7D | +1.4% | +21.2% | -19.8% | -1.4% |
| 30D | +7.7% | -1.9% | +9.6% | +7.3% |
| 3M | +5.7% | -8.1% | +13.8% | +5.9% |
| 6M | +14.9% | -5.2% | +20.2% | +13.2% |
| YTD | +34.2% | +61.5% | -27.3% | +20.0% |
| 1Y | +36.8% | +81.3% | -44.5% | +19.8% |
| 3Y | +73.2% | +108.7% | -35.5% | +40.8% |
| 5Y | +62.8% | +44.1% | +18.7% | +34.5% |
| All | +257.7% | +1,435.5% | -1,177.8% | +84.8% |
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