+61.3%
LHX vs ACGL
+29.4%
+31.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | -2.5% | -2.9% | +0.4% | -1.9% |
| 30D | -10.4% | -2.8% | -7.5% | -9.9% |
| 3M | -14.9% | +6.8% | -21.7% | -15.9% |
| 6M | -29.6% | -1.5% | -28.1% | -29.4% |
| YTD | -11.8% | -0.2% | -11.6% | -11.8% |
| 1Y | -5.1% | +5.3% | -10.4% | -6.2% |
| 3Y | +61.3% | +30.3% | +31.0% | +62.0% |
| All | +61.3% | +29.4% | +31.9% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling