+222.0%
LHX vs ACGL
+276.6%
-54.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | -2.0% | -2.2% | -3.5% |
| 30D | -15.1% | -1.2% | -13.9% | -14.8% |
| 3M | -21.0% | +5.4% | -26.4% | -22.6% |
| 6M | -32.0% | +1.4% | -33.3% | -32.5% |
| YTD | -15.3% | +0.2% | -15.5% | -15.9% |
| 1Y | -11.1% | +4.1% | -15.2% | -13.0% |
| 3Y | +54.0% | +28.2% | +25.8% | +35.3% |
| 5Y | +17.1% | +159.5% | -142.4% | -26.3% |
| All | +222.0% | +276.6% | -54.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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