+325.6%
SCHW vs LII
+2,817.4%
-2,491.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +2.0% | +2.9% | -1.0% | +0.8% |
| 30D | -3.6% | +0.9% | -4.5% | -4.4% |
| 3M | -15.0% | -15.5% | +0.6% | -9.4% |
| 6M | +2.6% | -30.2% | +32.8% | +15.5% |
| YTD | -5.7% | -26.8% | +21.2% | +2.2% |
| 1Y | -0.9% | -25.3% | +24.4% | +6.2% |
| 3Y | +79.4% | -7.8% | +87.1% | +66.8% |
| 5Y | +21.2% | +17.0% | +4.3% | -1.6% |
| 10Y | +193.3% | +169.9% | +23.4% | +56.8% |
| All | +325.6% | +2,817.4% | -2,491.9% | -31.6% |
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