-41.1%
ACN vs LHX
+16.3%
-57.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.6% |
| 7D | -1.5% | -4.3% | +2.7% | -0.5% |
| 30D | +2.1% | -15.1% | +17.2% | +6.3% |
| 3M | +11.1% | -21.0% | +32.1% | +17.8% |
| 6M | -6.8% | -32.0% | +25.2% | +1.7% |
| YTD | -30.0% | -15.3% | -14.7% | -27.1% |
| 1Y | -23.1% | -11.1% | -12.1% | -20.8% |
| 3Y | -40.4% | +54.0% | -94.4% | -45.8% |
| All | -41.1% | +16.3% | -57.4% | -43.7% |
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