+48.4%
LHX vs ABCL
-81.9%
+130.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.0% |
| 7D | -3.7% | -2.7% | -1.0% | -3.7% |
| 30D | -13.2% | +18.3% | -31.5% | -13.5% |
| 3M | -18.4% | +108.5% | -126.8% | -19.8% |
| 6M | -32.0% | +213.9% | -245.9% | -33.9% |
| YTD | -13.6% | +223.1% | -236.7% | -16.3% |
| 1Y | -6.0% | +160.6% | -166.6% | -8.6% |
| 3Y | +57.9% | +104.3% | -46.3% | +52.3% |
| 5Y | +19.2% | -40.0% | +59.3% | +14.1% |
| All | +48.4% | -81.9% | +130.2% | +39.3% |
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 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