+3,826.2%
LHX vs ACGL
+4,943.5%
-1,117.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +5.3% | -1.2% | +6.5% | +5.6% |
| 30D | +15.8% | +12.8% | +3.0% | +12.5% |
| 3M | -6.1% | +12.3% | -18.3% | -8.6% |
| 6M | -11.4% | +15.8% | -27.2% | -14.5% |
| YTD | -6.3% | +13.9% | -20.1% | -9.4% |
| 1Y | -8.0% | +19.0% | -27.0% | -12.0% |
| 3Y | +58.1% | +33.7% | +24.4% | +45.6% |
| 5Y | +36.3% | +173.4% | -137.1% | +4.8% |
| 10Y | +216.9% | +324.9% | -108.0% | +118.3% |
| All | +3,826.2% | +4,943.5% | -1,117.4% | +2,019.3% |
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