+79.4%
SCHW vs LSCC
+99.6%
-20.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.1% |
| 7D | +2.0% | +7.0% | -5.0% | +1.4% |
| 30D | -3.6% | -2.3% | -1.3% | -3.7% |
| 3M | -15.0% | -12.5% | -2.5% | -14.5% |
| 6M | +2.6% | -10.6% | +13.2% | +1.8% |
| YTD | -5.7% | +52.7% | -58.4% | -13.7% |
| 1Y | -0.9% | +74.0% | -74.9% | -11.2% |
| 3Y | +79.4% | +104.8% | -25.4% | +42.8% |
| All | +79.4% | +99.6% | -20.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling