+59.5%
SCHW vs LOW
+5.4%
+54.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -3.7% | +1.9% | -0.6% |
| 30D | -1.6% | -8.9% | +7.2% | +1.5% |
| 3M | +21.3% | -10.4% | +31.7% | +25.3% |
| 6M | +16.5% | -19.4% | +35.9% | +24.5% |
| YTD | +8.4% | -17.1% | +25.5% | +13.8% |
| 1Y | +15.6% | -26.3% | +41.9% | +27.0% |
| 3Y | +86.8% | -9.9% | +96.7% | +83.8% |
| All | +59.5% | +5.4% | +54.1% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling