+36.0%
LHX vs ACM
+1.1%
+34.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +4.8% | +5.6% | -0.8% | +3.3% |
| 30D | +14.7% | +20.8% | -6.1% | +8.9% |
| 3M | -5.1% | +11.4% | -16.5% | -8.2% |
| 6M | -9.9% | +0.9% | -10.8% | -10.8% |
| YTD | -6.1% | -24.8% | +18.7% | +0.7% |
| 1Y | -4.0% | -46.4% | +42.4% | +14.6% |
| 3Y | +56.9% | -9.2% | +66.2% | +53.7% |
| All | +36.0% | +1.1% | +34.9% | +25.4% |
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