+17.8%
SCHW vs LSCC
+72.6%
-54.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.7% |
| 7D | -2.8% | +0.4% | -3.2% | -2.7% |
| 30D | -0.1% | -9.5% | +9.4% | -0.4% |
| 3M | +20.6% | -13.8% | +34.4% | +19.8% |
| 6M | +15.9% | +24.5% | -8.5% | +13.6% |
| YTD | +8.5% | +55.1% | -46.6% | +3.7% |
| 1Y | +17.8% | +72.5% | -54.6% | +11.3% |
| All | +17.8% | +72.6% | -54.8% | +11.3% |
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