+0.8%
SCHW vs LOW
-0.5%
+1.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +4.2% |
| 7D | +5.2% | +15.6% | -10.4% | +4.6% |
| 30D | -4.7% | +28.6% | -33.3% | -5.4% |
| 3M | -11.9% | +5.8% | -17.8% | -12.0% |
| 6M | +2.7% | +3.8% | -1.1% | +2.7% |
| YTD | -5.6% | -2.8% | -2.8% | -7.0% |
| 1Y | +0.8% | -1.4% | +2.2% | -1.4% |
| All | +0.8% | -0.5% | +1.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling