+238.6%
SCHD vs LVS
0.0%
+238.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.0% | -3.5% | +1.5% | -1.2% |
| 30D | -0.4% | -6.2% | +5.8% | +0.9% |
| 3M | +5.7% | -14.8% | +20.6% | +9.1% |
| 6M | +11.9% | -20.9% | +32.7% | +16.9% |
| YTD | +26.4% | -33.0% | +59.5% | +36.3% |
| 1Y | +27.6% | -20.0% | +47.6% | +31.7% |
| 3Y | +54.9% | -6.9% | +61.9% | +51.3% |
| 5Y | +60.9% | +9.1% | +51.8% | +44.3% |
| All | +238.6% | 0.0% | +238.6% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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