+295.2%
SCHW vs LDOS
+267.6%
+27.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -2.8% | -2.1% | -0.6% | -1.9% |
| 30D | -0.1% | -8.0% | +8.0% | +3.3% |
| 3M | +20.6% | +6.8% | +13.7% | +16.1% |
| 6M | +15.9% | -24.5% | +40.4% | +29.1% |
| YTD | +8.5% | -27.8% | +36.2% | +22.2% |
| 1Y | +17.8% | -27.4% | +45.3% | +32.0% |
| 3Y | +88.5% | +39.9% | +48.6% | +46.0% |
| 5Y | +60.6% | +42.1% | +18.5% | +20.8% |
| All | +295.2% | +267.6% | +27.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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