+59.0%
LHX vs ACWI
+74.0%
-15.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +16.5% | -3.3% | +19.7% | +17.6% |
| 3M | -4.3% | -3.4% | -0.9% | -3.3% |
| 6M | -7.1% | +0.8% | -7.9% | -7.8% |
| YTD | -4.8% | +10.7% | -15.5% | -9.5% |
| 1Y | -5.5% | +11.6% | -17.1% | -10.5% |
| All | +59.0% | +74.0% | -15.0% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling