+3,912.5%
LHX vs SCCO
+33,197.0%
-29,284.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | +0.9% |
| 7D | -4.8% | -2.7% | -2.1% | -4.3% |
| 30D | -12.7% | -0.2% | -12.6% | -13.1% |
| 3M | -17.6% | +17.8% | -35.4% | -21.8% |
| 6M | -30.7% | +2.3% | -33.0% | -32.6% |
| YTD | -14.3% | +41.6% | -56.0% | -23.8% |
| 1Y | -8.4% | +101.9% | -110.3% | -25.8% |
| 3Y | +56.7% | +186.2% | -129.5% | +11.5% |
| 5Y | +18.5% | +309.7% | -291.2% | -26.0% |
| 10Y | +229.6% | +1,094.2% | -864.7% | +43.7% |
| All | +3,912.5% | +33,197.0% | -29,284.5% | +584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling