+43,086.5%
SCHW vs LH
+1,291.7%
+41,794.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.8% |
| 7D | -2.8% | -7.4% | +4.6% | -1.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.0% |
| 3M | +20.6% | +14.5% | +6.1% | +16.6% |
| 6M | +15.9% | +14.8% | +1.2% | +11.9% |
| YTD | +8.5% | +23.3% | -14.8% | +2.7% |
| 1Y | +17.8% | +13.6% | +4.2% | +13.6% |
| 3Y | +88.5% | +56.3% | +32.2% | +67.2% |
| 5Y | +60.6% | +25.2% | +35.4% | +49.1% |
| 10Y | +298.0% | +179.1% | +119.0% | +201.3% |
| All | +43,086.5% | +1,291.7% | +41,794.8% | +22,101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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