+51.9%
LHX vs ABCL
-81.3%
+133.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -9.9% | +93.1% | -103.0% | -11.3% |
| 3M | -16.5% | +79.4% | -95.9% | -17.7% |
| 6M | -29.6% | +214.9% | -244.5% | -31.6% |
| YTD | -11.6% | +234.2% | -245.8% | -14.3% |
| 1Y | -4.1% | +174.8% | -178.8% | -6.9% |
| 3Y | +53.3% | +104.5% | -51.2% | +47.7% |
| 5Y | +22.3% | -39.0% | +61.3% | +16.9% |
| All | +51.9% | -81.3% | +133.2% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling