+447.8%
SCHG vs LII
+165.8%
+282.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.5% |
| 7D | -1.0% | -6.3% | +5.2% | +1.3% |
| 30D | -1.3% | -13.0% | +11.8% | +3.7% |
| 3M | +5.4% | -29.0% | +34.5% | +17.3% |
| 6M | +14.4% | -27.7% | +42.1% | +25.3% |
| YTD | +8.0% | -24.2% | +32.2% | +15.4% |
| 1Y | +12.7% | -34.8% | +47.5% | +27.2% |
| 3Y | +85.6% | -4.2% | +89.8% | +71.8% |
| 5Y | +85.5% | +20.9% | +64.6% | +49.7% |
| All | +447.8% | +165.8% | +282.0% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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