+61.3%
LHX vs ABCL
+105.4%
-44.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -10.4% | +65.1% | -75.4% | -12.3% |
| 3M | -14.9% | +111.1% | -126.0% | -17.7% |
| 6M | -29.6% | +231.6% | -261.2% | -33.6% |
| YTD | -11.8% | +234.5% | -246.3% | -16.9% |
| 1Y | -5.1% | +174.3% | -179.4% | -10.3% |
| 3Y | +61.3% | +111.5% | -50.1% | +47.2% |
| All | +61.3% | +105.4% | -44.1% | +47.2% |
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