+56.9%
LHX vs ABCL
+185.8%
-128.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +4.8% | -3.3% | +8.1% | +4.9% |
| 30D | +14.7% | -7.1% | +21.8% | +14.8% |
| 3M | -5.1% | +4.7% | -9.9% | -5.6% |
| 6M | -9.9% | +140.9% | -150.8% | -13.5% |
| YTD | -6.1% | +236.0% | -242.0% | -11.4% |
| 1Y | -4.0% | +217.4% | -221.4% | -9.3% |
| 3Y | +56.9% | +188.7% | -131.8% | +49.6% |
| All | +56.9% | +185.8% | -128.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling