-44.0%
ACHR vs LHX
+48.5%
-92.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -2.3% | -4.3% | +2.0% | -0.7% |
| 30D | -11.3% | -15.1% | +3.9% | -6.0% |
| 3M | +5.3% | -21.0% | +26.3% | +13.8% |
| 6M | -13.2% | -32.0% | +18.8% | -0.6% |
| YTD | -25.8% | -15.3% | -10.5% | -20.8% |
| 1Y | -34.3% | -11.1% | -23.2% | -30.8% |
| 3Y | -19.9% | +54.0% | -74.0% | -27.6% |
| 5Y | -42.7% | +17.1% | -59.8% | -46.4% |
| All | -44.0% | +48.5% | -92.5% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling