+59.5%
SCHW vs LHX
+16.3%
+43.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -1.9% | -4.3% | +2.4% | -0.7% |
| 30D | -1.6% | -15.1% | +13.5% | +2.9% |
| 3M | +21.3% | -21.0% | +42.2% | +29.1% |
| 6M | +16.5% | -32.0% | +48.5% | +29.2% |
| YTD | +8.4% | -15.3% | +23.7% | +12.4% |
| 1Y | +15.6% | -11.1% | +26.7% | +18.0% |
| 3Y | +86.8% | +54.0% | +32.8% | +59.9% |
| All | +59.5% | +16.3% | +43.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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