+720.6%
LHX vs ACM
+228.1%
+492.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -10.4% | -12.9% | +2.6% | -6.6% |
| 3M | -14.9% | -6.4% | -8.6% | -13.7% |
| 6M | -29.6% | -29.2% | -0.4% | -21.8% |
| YTD | -11.8% | -29.9% | +18.1% | -2.2% |
| 1Y | -5.1% | -47.3% | +42.2% | +15.7% |
| 3Y | +61.3% | -19.6% | +80.9% | +67.1% |
| 5Y | +22.4% | +5.5% | +16.9% | +13.1% |
| 10Y | +232.2% | +129.7% | +102.5% | +115.9% |
| All | +720.6% | +228.1% | +492.5% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling