+62.8%
SCHD vs LTH
+160.9%
-98.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +3.4% | -4.6% | +8.0% | +4.0% |
| 3M | +7.6% | +32.8% | -25.2% | +3.6% |
| 6M | +12.2% | +64.6% | -52.5% | +4.5% |
| YTD | +29.0% | +62.6% | -33.7% | +20.1% |
| 1Y | +30.3% | +49.9% | -19.7% | +22.5% |
| 3Y | +56.1% | +151.3% | -95.2% | +34.1% |
| All | +62.8% | +160.9% | -98.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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