+0.8%
SCHW vs LEN
-21.9%
+22.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +4.8% |
| 7D | +5.2% | +10.5% | -5.3% | +5.6% |
| 30D | -4.7% | +24.6% | -29.3% | -3.6% |
| 3M | -11.9% | +6.6% | -18.6% | -11.4% |
| 6M | +2.7% | +10.6% | -7.9% | +3.4% |
| YTD | -5.6% | -8.3% | +2.7% | -7.4% |
| 1Y | +0.8% | -22.5% | +23.3% | -0.1% |
| All | +0.8% | -21.9% | +22.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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