+51,606.1%
SCHW vs LEN
+9,810.8%
+41,795.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.9% |
| 7D | -2.8% | -7.8% | +5.0% | -0.2% |
| 30D | -0.1% | -11.0% | +11.0% | +3.7% |
| 3M | +20.6% | -12.8% | +33.4% | +25.0% |
| 6M | +15.9% | -20.2% | +36.1% | +22.9% |
| YTD | +8.5% | -23.0% | +31.5% | +15.4% |
| 1Y | +17.8% | -41.8% | +59.7% | +36.5% |
| 3Y | +88.5% | -28.8% | +117.3% | +96.6% |
| 5Y | +60.6% | -12.6% | +73.2% | +51.4% |
| 10Y | +298.0% | +101.7% | +196.3% | +152.7% |
| All | +51,606.1% | +9,810.8% | +41,795.4% | +6,756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling