+1,135.8%
SCHG vs LII
+1,126.8%
+9.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +0.2% | -12.6% | +12.8% | +5.3% |
| 3M | +2.2% | -24.4% | +26.7% | +11.6% |
| 6M | +15.0% | -28.7% | +43.7% | +27.4% |
| YTD | +9.2% | -19.1% | +28.3% | +14.4% |
| 1Y | +15.7% | -29.7% | +45.4% | +27.4% |
| 3Y | +87.3% | +4.8% | +82.5% | +69.1% |
| 5Y | +84.5% | +24.6% | +59.9% | +50.8% |
| 10Y | +448.7% | +169.2% | +279.5% | +214.7% |
| All | +1,135.8% | +1,126.8% | +9.0% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling