+773.9%
LHX vs ACM
+252.1%
+521.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +4.8% | +5.6% | -0.8% | +2.9% |
| 30D | +14.7% | +20.8% | -6.1% | +7.4% |
| 3M | -5.1% | +11.4% | -16.5% | -8.9% |
| 6M | -9.9% | +0.9% | -10.8% | -11.2% |
| YTD | -6.1% | -24.8% | +18.7% | +1.5% |
| 1Y | -4.0% | -46.4% | +42.4% | +16.3% |
| 3Y | +56.9% | -9.2% | +66.2% | +55.7% |
| 5Y | +36.6% | +5.0% | +31.6% | +26.8% |
| 10Y | +217.5% | +130.6% | +86.9% | +106.6% |
| All | +773.9% | +252.1% | +521.8% | +334.3% |
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