+63.7%
LHX vs ACI
+21.2%
+42.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.4% |
| 7D | -4.3% | -3.7% | -0.5% | -3.9% |
| 30D | -15.1% | +0.6% | -15.7% | -15.2% |
| 3M | -21.0% | -20.3% | -0.6% | -19.7% |
| 6M | -32.0% | -24.7% | -7.3% | -30.6% |
| YTD | -15.3% | -27.2% | +11.9% | -13.2% |
| 1Y | -11.1% | -32.7% | +21.7% | -8.3% |
| 3Y | +54.0% | -43.9% | +97.9% | +61.3% |
| 5Y | +17.1% | -38.9% | +56.0% | +20.8% |
| All | +63.7% | +21.2% | +42.6% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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