-8.0%
LHX vs SCHG
+6.0%
-14.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.7% | -6.5% |
| 7D | -0.3% | -2.5% | +2.2% | -0.2% |
| 30D | +9.7% | -5.4% | +15.1% | +10.1% |
| 3M | -8.5% | -2.2% | -6.4% | -8.6% |
| 6M | -15.1% | +5.2% | -20.3% | -16.1% |
| YTD | -10.4% | +6.8% | -17.2% | -11.6% |
| All | -8.0% | +6.0% | -14.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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