+553.0%
SCHD vs LVS
+61.8%
+491.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | -0.3% | -4.7% | +4.4% | +0.6% |
| 3M | +6.1% | -15.6% | +21.7% | +9.6% |
| 6M | +11.7% | -18.6% | +30.4% | +16.0% |
| YTD | +26.3% | -32.3% | +58.6% | +35.7% |
| 1Y | +28.8% | -18.0% | +46.8% | +32.1% |
| 3Y | +55.0% | -5.8% | +60.9% | +51.4% |
| 5Y | +60.0% | +5.7% | +54.3% | +45.6% |
| 10Y | +243.1% | 0.0% | +243.1% | +202.7% |
| All | +553.0% | +61.8% | +491.2% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling