+18.5%
LHX vs ACI
-44.6%
+63.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -4.8% | -7.1% | +2.3% | -4.1% |
| 30D | -12.7% | -4.5% | -8.3% | -12.4% |
| 3M | -17.6% | -22.3% | +4.6% | -15.8% |
| 6M | -30.7% | -28.4% | -2.3% | -28.6% |
| YTD | -14.3% | -29.5% | +15.2% | -11.6% |
| 1Y | -8.4% | -34.2% | +25.8% | -4.7% |
| 3Y | +56.7% | -45.7% | +102.3% | +66.6% |
| 5Y | +18.5% | -40.8% | +59.2% | +23.9% |
| All | +18.5% | -44.6% | +63.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling