+3,603.9%
LHX vs ACGL
+4,429.2%
-825.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.0% | -0.7% | -1.2% | -1.8% |
| 30D | -9.9% | -1.0% | -8.9% | -9.7% |
| 3M | -16.5% | +11.0% | -27.5% | -18.5% |
| 6M | -29.6% | -0.3% | -29.3% | -29.6% |
| YTD | -11.6% | +2.3% | -13.8% | -12.3% |
| 1Y | -4.1% | +6.4% | -10.5% | -5.8% |
| 3Y | +53.3% | +34.0% | +19.3% | +40.9% |
| 5Y | +22.3% | +161.6% | -139.4% | -5.1% |
| 10Y | +231.9% | +278.6% | -46.7% | +134.9% |
| All | +3,603.9% | +4,429.2% | -825.3% | +1,951.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling