+59.6%
SCHW vs LEN
-13.1%
+72.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.4% |
| 7D | -2.8% | -7.8% | +5.0% | -1.3% |
| 30D | -0.1% | -11.0% | +11.0% | +2.1% |
| 3M | +20.6% | -12.8% | +33.4% | +23.1% |
| 6M | +15.9% | -20.2% | +36.1% | +20.1% |
| YTD | +8.5% | -23.0% | +31.5% | +12.4% |
| 1Y | +17.8% | -41.8% | +59.7% | +29.8% |
| 3Y | +88.5% | -28.8% | +117.3% | +87.1% |
| All | +59.6% | -13.1% | +72.7% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling