+22.4%
LHX vs ACGL
+158.6%
-136.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | -10.4% | -2.8% | -7.5% | -9.8% |
| 3M | -14.9% | +6.8% | -21.7% | -16.1% |
| 6M | -29.6% | -1.5% | -28.1% | -29.4% |
| YTD | -11.8% | -0.2% | -11.6% | -12.0% |
| 1Y | -5.1% | +5.3% | -10.4% | -6.5% |
| 3Y | +61.3% | +30.3% | +31.0% | +49.4% |
| 5Y | +22.4% | +151.8% | -129.4% | -7.4% |
| All | +22.4% | +158.6% | -136.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling