+736.4%
LHX vs ACWI
+356.8%
+379.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | -9.9% | +0.9% | -10.8% | -10.6% |
| 3M | -16.5% | +2.4% | -18.9% | -18.5% |
| 6M | -29.6% | +12.4% | -42.0% | -36.5% |
| YTD | -11.6% | +15.2% | -26.7% | -21.8% |
| 1Y | -4.1% | +22.7% | -26.8% | -19.5% |
| 3Y | +53.3% | +75.8% | -22.5% | -6.1% |
| 5Y | +22.3% | +67.7% | -45.5% | -24.1% |
| 10Y | +231.9% | +229.0% | +2.9% | +11.2% |
| All | +736.4% | +356.8% | +379.6% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling