+63.5%
LHX vs ABCL
-79.6%
+143.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.6% | +2.3% | -2.9% | -0.7% |
| 30D | +16.5% | -0.7% | +17.1% | +16.4% |
| 3M | -4.3% | +33.4% | -37.7% | -5.0% |
| 6M | -7.1% | +137.8% | -144.9% | -9.2% |
| YTD | -4.8% | +264.3% | -269.2% | -8.1% |
| 1Y | -5.5% | +209.2% | -214.7% | -8.6% |
| 3Y | +60.5% | +208.4% | -147.9% | +54.0% |
| 5Y | +36.4% | -11.9% | +48.3% | +30.6% |
| All | +63.5% | -79.6% | +143.1% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling