+295.2%
SCHW vs LII
+170.6%
+124.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -2.8% | -3.5% | +0.7% | -1.6% |
| 30D | -0.1% | -13.5% | +13.5% | +4.8% |
| 3M | +20.6% | -26.0% | +46.6% | +31.0% |
| 6M | +15.9% | -26.8% | +42.8% | +25.1% |
| YTD | +8.5% | -22.9% | +31.3% | +13.9% |
| 1Y | +17.8% | -32.6% | +50.5% | +29.6% |
| 3Y | +88.5% | -1.3% | +89.8% | +67.3% |
| 5Y | +60.6% | +23.1% | +37.6% | +25.5% |
| All | +295.2% | +170.6% | +124.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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