+87.0%
SCHW vs LOW
-10.3%
+97.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -2.8% | -2.6% | -0.1% | -2.1% |
| 30D | -0.1% | -11.1% | +11.1% | +2.7% |
| 3M | +20.6% | -8.5% | +29.1% | +22.8% |
| 6M | +15.9% | -20.8% | +36.8% | +22.5% |
| YTD | +8.5% | -17.2% | +25.7% | +12.1% |
| 1Y | +17.8% | -24.7% | +42.6% | +25.7% |
| All | +87.0% | -10.3% | +97.3% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling