+87.7%
SCHW vs LSCC
+27.3%
+60.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -1.3% | +5.2% | -6.5% | -1.7% |
| 30D | -0.4% | -9.6% | +9.3% | +0.3% |
| 3M | +21.7% | -17.8% | +39.5% | +22.9% |
| 6M | +13.0% | +37.4% | -24.5% | +6.6% |
| YTD | +8.0% | +59.7% | -51.6% | -0.8% |
| 1Y | +15.8% | +76.2% | -60.4% | +4.4% |
| 3Y | +87.7% | +28.2% | +59.5% | +70.5% |
| All | +87.7% | +27.3% | +60.5% | +70.5% |
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