+295.2%
SCHW vs LSCC
+1,847.8%
-1,552.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.9% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -0.1% | -9.5% | +9.4% | +1.5% |
| 3M | +20.6% | -13.8% | +34.4% | +22.0% |
| 6M | +15.9% | +24.5% | -8.5% | +7.9% |
| YTD | +8.5% | +55.1% | -46.6% | -4.3% |
| 1Y | +17.8% | +72.5% | -54.6% | +1.0% |
| 3Y | +88.5% | +24.5% | +64.0% | +63.5% |
| 5Y | +60.6% | +81.8% | -21.2% | +20.7% |
| All | +295.2% | +1,847.8% | -1,552.6% | +79.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling