+1,592.1%
ACN vs LHX
+3,042.1%
-1,450.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -6.3% | -3.7% | -2.6% | -5.1% |
| 30D | -1.4% | -13.2% | +11.8% | +3.6% |
| 3M | +2.6% | -18.4% | +20.9% | +10.2% |
| 6M | -14.3% | -32.0% | +17.7% | -2.1% |
| YTD | -33.1% | -13.6% | -19.5% | -30.0% |
| 1Y | -28.8% | -6.0% | -22.8% | -27.9% |
| 3Y | -43.0% | +57.9% | -100.9% | -52.6% |
| 5Y | -44.0% | +19.2% | -63.2% | -49.7% |
| 10Y | +88.5% | +232.3% | -143.7% | +14.8% |
| All | +1,592.1% | +3,042.1% | -1,450.0% | +428.2% |
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