+447.8%
SCHG vs LPLA
+1,251.7%
-803.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -1.3% | -6.0% | +4.7% | +0.4% |
| 3M | +5.4% | +24.0% | -18.6% | -1.2% |
| 6M | +14.4% | +17.0% | -2.6% | +8.4% |
| YTD | +8.0% | -0.7% | +8.7% | +6.8% |
| 1Y | +12.7% | +2.1% | +10.6% | +10.0% |
| 3Y | +85.6% | +48.7% | +36.9% | +58.6% |
| 5Y | +85.5% | +151.2% | -65.7% | +29.6% |
| All | +447.8% | +1,251.7% | -803.9% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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