+18.7%
LHX vs SCCO
+303.5%
-284.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | -15.1% | -0.7% | -14.4% | -15.2% |
| 3M | -21.0% | +8.1% | -29.1% | -22.0% |
| 6M | -32.0% | +4.1% | -36.1% | -32.9% |
| YTD | -15.3% | +41.1% | -56.5% | -19.3% |
| 1Y | -11.1% | +95.6% | -106.6% | -18.1% |
| 3Y | +54.0% | +179.3% | -125.2% | +32.5% |
| All | +18.7% | +303.5% | -284.8% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling