+0.8%
SCHW vs LSCC
+57.8%
-57.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.6% |
| 7D | +5.2% | +3.0% | +2.2% | +5.3% |
| 30D | -4.7% | -19.3% | +14.6% | -5.8% |
| 3M | -11.9% | -22.3% | +10.3% | -13.0% |
| 6M | +2.7% | -14.6% | +17.3% | +1.5% |
| YTD | -5.6% | +45.8% | -51.4% | -10.4% |
| 1Y | +0.8% | +69.6% | -68.8% | -8.0% |
| All | +0.8% | +57.8% | -57.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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