+222.0%
LHX vs ACM
+134.0%
+88.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.5% |
| 7D | -4.3% | -4.6% | +0.3% | -2.9% |
| 30D | -15.1% | +4.1% | -19.2% | -16.4% |
| 3M | -21.0% | -8.3% | -12.7% | -19.4% |
| 6M | -32.0% | -30.1% | -1.9% | -24.8% |
| YTD | -15.3% | -32.6% | +17.3% | -5.7% |
| 1Y | -11.1% | -49.6% | +38.5% | +8.4% |
| 3Y | +54.0% | -23.0% | +77.1% | +60.9% |
| 5Y | +17.1% | +2.0% | +15.1% | +9.7% |
| All | +222.0% | +134.0% | +88.0% | +120.8% |
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