+294.9%
SCHW vs LNT
+148.3%
+146.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -1.0% | -0.8% | -1.6% |
| 30D | -1.6% | -4.2% | +2.6% | -0.4% |
| 3M | +21.3% | -6.7% | +27.9% | +23.6% |
| 6M | +16.5% | -3.6% | +20.1% | +17.3% |
| YTD | +8.4% | +5.9% | +2.5% | +5.7% |
| 1Y | +15.6% | +7.3% | +8.4% | +12.1% |
| 3Y | +86.8% | +46.5% | +40.4% | +62.4% |
| 5Y | +60.5% | +32.5% | +28.0% | +42.8% |
| All | +294.9% | +148.3% | +146.6% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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