+802.1%
LHX vs ACWI
+344.2%
+457.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.7% |
| 7D | +6.5% | -0.7% | +7.1% | +7.0% |
| 30D | +16.1% | -2.0% | +18.1% | +17.6% |
| 3M | -2.8% | -2.2% | -0.7% | -1.5% |
| 6M | -7.7% | +1.9% | -9.6% | -10.0% |
| YTD | -4.6% | +12.0% | -16.6% | -14.1% |
| 1Y | -6.8% | +12.5% | -19.3% | -16.4% |
| 3Y | +60.8% | +75.4% | -14.6% | -1.7% |
| 5Y | +39.5% | +61.5% | -22.0% | -10.9% |
| 10Y | +222.4% | +227.1% | -4.7% | +7.8% |
| All | +802.1% | +344.2% | +457.9% | +139.1% |
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