+553.6%
SCHD vs LYV
+1,880.8%
-1,327.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.0% | -1.9% | 0.0% | -1.5% |
| 30D | -0.4% | -8.2% | +7.8% | +1.4% |
| 3M | +5.7% | -1.3% | +7.0% | +5.9% |
| 6M | +11.9% | +2.6% | +9.3% | +10.7% |
| YTD | +26.4% | +19.4% | +7.0% | +20.8% |
| 1Y | +27.6% | -2.2% | +29.9% | +26.9% |
| 3Y | +54.9% | +106.0% | -51.1% | +29.0% |
| 5Y | +60.9% | +97.7% | -36.7% | +30.5% |
| 10Y | +243.4% | +560.5% | -317.1% | +102.1% |
| All | +553.6% | +1,880.8% | -1,327.2% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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