+18.7%
LHX vs ACM
+1.2%
+17.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.4% |
| 7D | -4.3% | -4.6% | +0.3% | -3.1% |
| 30D | -15.1% | +4.1% | -19.2% | -16.2% |
| 3M | -21.0% | -8.3% | -12.7% | -19.6% |
| 6M | -32.0% | -30.1% | -1.9% | -25.6% |
| YTD | -15.3% | -32.6% | +17.3% | -6.7% |
| 1Y | -11.1% | -49.6% | +38.5% | +6.6% |
| 3Y | +54.0% | -23.0% | +77.1% | +59.0% |
| All | +18.7% | +1.2% | +17.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling