+56.9%
LHX vs ACI
-31.5%
+88.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +4.8% | +2.3% | +2.5% | +4.7% |
| 30D | +14.7% | +1.2% | +13.4% | +14.5% |
| 3M | -5.1% | +6.8% | -11.9% | -5.7% |
| 6M | -9.9% | -18.7% | +8.8% | -8.8% |
| YTD | -6.1% | -20.2% | +14.1% | -4.8% |
| 1Y | -4.0% | -23.7% | +19.7% | -2.3% |
| 3Y | +56.9% | -31.6% | +88.6% | +61.3% |
| All | +56.9% | -31.5% | +88.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling