-9.3%
LHX vs ADM
+29.8%
-39.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.5% |
| 7D | -0.3% | -8.3% | +7.9% | +0.2% |
| 30D | +9.7% | -14.1% | +23.8% | +10.8% |
| 3M | -8.5% | -10.7% | +2.2% | -8.0% |
| 6M | -15.1% | -5.9% | -9.2% | -15.7% |
| YTD | -10.4% | +25.8% | -36.2% | -16.6% |
| 1Y | -9.3% | +21.3% | -30.6% | -15.4% |
| All | -9.3% | +29.8% | -39.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling