+1,020.6%
SCHG vs LPLA
+1,273.0%
-252.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.9% | -1.5% | +0.7% | -0.5% |
| 30D | -2.3% | -6.0% | +3.7% | -0.7% |
| 3M | +4.5% | +21.4% | -16.8% | -1.1% |
| 6M | +13.6% | +12.1% | +1.5% | +9.2% |
| YTD | +7.6% | -1.8% | +9.4% | +6.7% |
| 1Y | +13.0% | +3.2% | +9.8% | +10.2% |
| 3Y | +87.0% | +45.9% | +41.0% | +62.5% |
| 5Y | +82.9% | +144.7% | -61.8% | +33.5% |
| 10Y | +453.6% | +1,222.4% | -768.8% | +149.5% |
| All | +1,020.6% | +1,273.0% | -252.5% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling