+221.7%
LHX vs ACWI
+223.6%
-1.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.0% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +16.5% | -3.3% | +19.7% | +18.7% |
| 3M | -4.3% | -3.4% | -0.9% | -2.5% |
| 6M | -7.1% | +0.8% | -7.9% | -8.3% |
| YTD | -4.8% | +10.7% | -15.5% | -11.9% |
| 1Y | -5.5% | +11.6% | -17.1% | -13.0% |
| 3Y | +60.5% | +73.4% | -12.9% | +7.4% |
| 5Y | +36.4% | +60.2% | -23.7% | -4.5% |
| All | +221.7% | +223.6% | -1.9% | +27.3% |
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