+5.9%
SCHG vs LTH
+84.0%
-78.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.1% | +0.7% |
| 7D | -2.5% | +9.9% | -12.4% | -3.4% |
| 30D | -5.4% | +18.3% | -23.7% | -6.9% |
| 3M | -2.2% | +5.9% | -8.1% | -2.6% |
| 6M | +5.2% | +80.3% | -75.2% | -3.3% |
| YTD | +6.8% | +78.3% | -71.5% | -1.7% |
| 1Y | +5.9% | +81.0% | -75.1% | -2.8% |
| All | +5.9% | +84.0% | -78.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling