+398.5%
SCHW vs LII
+3,124.4%
-2,725.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +1.5% | -12.6% | +14.1% | +7.1% |
| 3M | +24.6% | -24.4% | +49.0% | +36.8% |
| 6M | +14.5% | -28.7% | +43.2% | +27.5% |
| YTD | +10.5% | -19.1% | +29.6% | +15.6% |
| 1Y | +13.4% | -29.7% | +43.1% | +24.8% |
| 3Y | +88.3% | +4.8% | +83.5% | +66.6% |
| 5Y | +62.1% | +24.6% | +37.5% | +29.0% |
| 10Y | +297.3% | +169.2% | +128.1% | +114.3% |
| All | +398.5% | +3,124.4% | -2,725.9% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling