-6.0%
LHX vs LSCC
+74.7%
-80.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -2.1% |
| 7D | -3.7% | +1.4% | -5.1% | -3.7% |
| 30D | -13.2% | -10.0% | -3.1% | -13.1% |
| 3M | -18.4% | -16.1% | -2.3% | -18.2% |
| 6M | -32.0% | +27.4% | -59.3% | -34.9% |
| YTD | -13.6% | +56.9% | -70.6% | -20.2% |
| 1Y | -6.0% | +74.6% | -80.5% | -14.3% |
| All | -6.0% | +74.7% | -80.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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