+0.8%
SCHW vs LVS
-31.5%
+32.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +3.4% |
| 7D | +5.2% | +13.4% | -8.2% | +3.0% |
| 30D | -4.7% | +12.2% | -16.9% | -6.5% |
| 3M | -11.9% | -10.7% | -1.2% | -10.4% |
| 6M | +2.7% | -19.8% | +22.6% | +5.9% |
| YTD | -5.6% | -35.8% | +30.2% | -0.6% |
| 1Y | +0.8% | -31.8% | +32.6% | +4.8% |
| All | +0.8% | -31.5% | +32.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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