+232.3%
LHX vs ACWI
+226.5%
+5.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -13.2% | -0.6% | -12.6% | -12.8% |
| 3M | -18.4% | +4.3% | -22.6% | -20.8% |
| 6M | -32.0% | +12.7% | -44.6% | -37.5% |
| YTD | -13.6% | +13.9% | -27.6% | -21.3% |
| 1Y | -6.0% | +20.5% | -26.5% | -17.5% |
| 3Y | +57.9% | +76.5% | -18.6% | +4.7% |
| 5Y | +19.2% | +67.5% | -48.3% | -19.1% |
| 10Y | +232.3% | +231.8% | +0.4% | +24.4% |
| All | +232.3% | +226.5% | +5.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling