-4.5%
LHX vs ABCL
+186.8%
-191.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -10.4% | +93.1% | -103.4% | -13.6% |
| 3M | -16.9% | +79.4% | -96.3% | -19.7% |
| 6M | -29.9% | +214.9% | -244.8% | -35.9% |
| YTD | -12.0% | +234.2% | -246.2% | -20.1% |
| 1Y | -4.5% | +174.8% | -179.3% | -11.8% |
| All | -4.5% | +186.8% | -191.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling