+87.0%
SCHW vs LNT
+46.9%
+40.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.8% | -1.1% | -1.7% | -2.5% |
| 30D | -0.1% | -1.9% | +1.9% | +0.4% |
| 3M | +20.6% | -7.2% | +27.8% | +22.4% |
| 6M | +15.9% | -3.9% | +19.8% | +16.4% |
| YTD | +8.5% | +5.9% | +2.6% | +5.4% |
| 1Y | +17.8% | +8.4% | +9.5% | +13.4% |
| All | +87.0% | +46.9% | +40.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling