+50.2%
SCHW vs LTH
+150.3%
-100.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -2.8% | -3.7% | +1.0% | -2.1% |
| 30D | -0.1% | -5.3% | +5.3% | +0.9% |
| 3M | +20.6% | +24.2% | -3.6% | +15.7% |
| 6M | +15.9% | +54.8% | -38.9% | +6.2% |
| YTD | +8.5% | +56.1% | -47.6% | -1.0% |
| 1Y | +17.8% | +45.5% | -27.7% | +8.7% |
| 3Y | +88.5% | +155.9% | -67.4% | +52.5% |
| All | +50.2% | +150.3% | -100.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling