+212.5%
LHX vs ACM
+132.6%
+79.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +4.8% | +5.6% | -0.8% | +3.0% |
| 30D | +14.7% | +20.8% | -6.1% | +8.0% |
| 3M | -5.1% | +11.4% | -16.5% | -8.6% |
| 6M | -9.9% | +0.9% | -10.8% | -11.0% |
| YTD | -6.1% | -24.8% | +18.7% | +1.1% |
| 1Y | -4.0% | -46.4% | +42.4% | +15.3% |
| 3Y | +56.9% | -9.2% | +66.2% | +55.5% |
| 5Y | +36.6% | +5.0% | +31.6% | +26.9% |
| All | +212.5% | +132.6% | +79.9% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling