+56.9%
LHX vs ACM
-9.1%
+66.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +4.8% | +5.6% | -0.8% | +3.5% |
| 30D | +14.7% | +20.8% | -6.1% | +9.9% |
| 3M | -5.1% | +11.4% | -16.5% | -7.6% |
| 6M | -9.9% | +0.9% | -10.8% | -10.6% |
| YTD | -6.1% | -24.8% | +18.7% | -0.2% |
| 1Y | -4.0% | -46.4% | +42.4% | +12.1% |
| 3Y | +56.9% | -9.2% | +66.2% | +56.0% |
| All | +56.9% | -9.1% | +66.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling