-6.0%
LHX vs ABCL
+164.4%
-170.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | -3.7% | -2.7% | -1.0% | -3.6% |
| 30D | -13.2% | +18.3% | -31.5% | -14.0% |
| 3M | -18.4% | +108.5% | -126.8% | -22.1% |
| 6M | -32.0% | +213.9% | -245.9% | -37.9% |
| YTD | -13.6% | +223.1% | -236.7% | -21.5% |
| 1Y | -6.0% | +160.6% | -166.6% | -13.0% |
| All | -6.0% | +164.4% | -170.3% | -13.0% |
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