+85.6%
SCHW vs LII
-1.0%
+86.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | -1.1% | -11.2% | +10.2% | +0.7% |
| 3M | +20.4% | -28.8% | +49.2% | +26.0% |
| 6M | +13.6% | -26.9% | +40.5% | +17.8% |
| YTD | +7.7% | -22.2% | +29.9% | +9.4% |
| 1Y | +15.2% | -32.0% | +47.2% | +20.6% |
| All | +85.6% | -1.0% | +86.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling