+292.3%
SCHW vs LSCC
+1,870.1%
-1,577.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.6% | +1.4% | -2.9% | -1.8% |
| 30D | -1.1% | -10.0% | +9.0% | +0.6% |
| 3M | +20.4% | -16.1% | +36.4% | +22.4% |
| 6M | +13.6% | +27.4% | -13.8% | +5.3% |
| YTD | +7.7% | +56.9% | -49.2% | -5.2% |
| 1Y | +15.2% | +74.6% | -59.4% | -1.5% |
| 3Y | +87.1% | +26.0% | +61.2% | +62.0% |
| 5Y | +57.5% | +86.1% | -28.6% | +17.8% |
| All | +292.3% | +1,870.1% | -1,577.8% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling