+87.0%
SCHW vs LVS
-8.3%
+95.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -2.8% | -4.3% | +1.5% | -2.0% |
| 30D | -0.1% | -6.8% | +6.8% | +1.2% |
| 3M | +20.6% | -15.6% | +36.2% | +24.1% |
| 6M | +15.9% | -20.6% | +36.5% | +20.5% |
| YTD | +8.5% | -33.4% | +41.9% | +15.9% |
| 1Y | +17.8% | -20.1% | +38.0% | +21.3% |
| All | +87.0% | -8.3% | +95.3% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling