+71.0%
LHX vs ACI
+25.9%
+45.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | -9.9% | +5.9% | -15.8% | -10.4% |
| 3M | -16.5% | -19.8% | +3.3% | -15.1% |
| 6M | -29.6% | -24.7% | -4.9% | -28.0% |
| YTD | -11.6% | -24.4% | +12.8% | -9.7% |
| 1Y | -4.1% | -31.5% | +27.4% | -1.2% |
| 3Y | +53.3% | -38.7% | +91.9% | +59.1% |
| 5Y | +22.3% | -42.8% | +65.1% | +26.4% |
| All | +71.0% | +25.9% | +45.1% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling