-4.1%
LHX vs SCCO
+109.6%
-113.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.0% | -5.3% | +3.3% | -1.5% |
| 30D | -9.9% | +2.7% | -12.6% | -10.3% |
| 3M | -16.5% | +4.2% | -20.7% | -17.3% |
| 6M | -29.6% | -0.6% | -29.0% | -29.9% |
| YTD | -11.6% | +45.0% | -56.5% | -17.3% |
| 1Y | -4.1% | +109.3% | -113.4% | -10.5% |
| All | -4.1% | +109.6% | -113.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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