+722.9%
LHX vs ACM
+230.8%
+492.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.0% | -3.7% | +1.8% | -0.7% |
| 30D | -9.9% | -11.1% | +1.2% | -6.8% |
| 3M | -16.5% | -8.0% | -8.5% | -14.7% |
| 6M | -29.6% | -29.7% | +0.1% | -21.6% |
| YTD | -11.6% | -29.4% | +17.8% | -2.2% |
| 1Y | -4.1% | -46.4% | +42.4% | +16.3% |
| 3Y | +53.3% | -22.3% | +75.6% | +60.7% |
| 5Y | +22.3% | +4.5% | +17.8% | +13.4% |
| 10Y | +231.9% | +127.6% | +104.2% | +116.4% |
| All | +722.9% | +230.8% | +492.1% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling