+51,567.6%
SCHW vs LOW
+34,001.5%
+17,566.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -3.7% | +1.9% | -0.1% |
| 30D | -1.6% | -8.9% | +7.2% | +2.8% |
| 3M | +21.3% | -10.4% | +31.7% | +27.0% |
| 6M | +16.5% | -19.4% | +35.9% | +27.3% |
| YTD | +8.4% | -17.1% | +25.5% | +16.1% |
| 1Y | +15.6% | -26.3% | +41.9% | +30.5% |
| 3Y | +86.8% | -9.9% | +96.7% | +87.5% |
| 5Y | +60.5% | +6.1% | +54.4% | +45.5% |
| 10Y | +297.7% | +230.8% | +66.9% | +91.3% |
| All | +51,567.6% | +34,001.5% | +17,566.1% | +3,806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling