+87.1%
SCHW vs LYV
+106.6%
-19.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -1.8% | -1.2% | -0.7% | -1.5% |
| 30D | -3.4% | -9.0% | +5.6% | -0.7% |
| 3M | +18.1% | -0.6% | +18.7% | +17.9% |
| 6M | +16.1% | +11.4% | +4.7% | +11.1% |
| YTD | +8.5% | +20.3% | -11.9% | +0.2% |
| 1Y | +16.2% | -1.3% | +17.5% | +15.9% |
| 3Y | +87.1% | +101.7% | -14.6% | +32.2% |
| All | +87.1% | +106.6% | -19.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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