+47.2%
LHX vs ABCL
-82.9%
+130.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.7% |
| 7D | -4.8% | -9.6% | +4.8% | -4.6% |
| 30D | -12.7% | +7.2% | -19.9% | -12.9% |
| 3M | -17.6% | +105.5% | -123.1% | -19.1% |
| 6M | -30.7% | +193.0% | -223.7% | -32.6% |
| YTD | -14.3% | +205.8% | -220.2% | -16.8% |
| 1Y | -8.4% | +144.4% | -152.8% | -10.9% |
| 3Y | +56.7% | +93.3% | -36.7% | +51.2% |
| 5Y | +18.5% | -44.9% | +63.4% | +13.4% |
| All | +47.2% | -82.9% | +130.0% | +38.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling