+1,136.7%
SCHW vs LVS
+62.5%
+1,074.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -2.8% | -4.3% | +1.5% | -1.8% |
| 30D | -0.1% | -6.8% | +6.8% | +1.5% |
| 3M | +20.6% | -15.6% | +36.2% | +25.1% |
| 6M | +15.9% | -20.6% | +36.5% | +21.6% |
| YTD | +8.5% | -33.4% | +41.9% | +17.9% |
| 1Y | +17.8% | -20.1% | +38.0% | +22.2% |
| 3Y | +88.5% | -7.4% | +96.0% | +85.3% |
| 5Y | +60.6% | +8.5% | +52.1% | +46.9% |
| 10Y | +298.0% | -1.7% | +299.7% | +265.1% |
| All | +1,136.7% | +62.5% | +1,074.2% | +844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling