+628.9%
LHX vs SCHG
+1,132.2%
-503.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -4.3% | -1.0% | -3.2% | -3.7% |
| 30D | -15.1% | -1.3% | -13.9% | -14.5% |
| 3M | -21.0% | +5.4% | -26.4% | -23.8% |
| 6M | -32.0% | +14.4% | -46.4% | -37.8% |
| YTD | -15.3% | +8.0% | -23.4% | -19.9% |
| 1Y | -11.1% | +12.7% | -23.8% | -18.2% |
| 3Y | +54.0% | +85.6% | -31.6% | -1.5% |
| 5Y | +17.1% | +85.5% | -68.4% | -28.4% |
| 10Y | +225.8% | +456.0% | -230.2% | -34.9% |
| All | +628.9% | +1,132.2% | -503.3% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling