+55.8%
LHX vs ADM
+21.5%
+34.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | +3.0% | -7.8% | -5.2% |
| 30D | -12.7% | +8.7% | -21.4% | -13.8% |
| 3M | -17.6% | +7.6% | -25.2% | -18.6% |
| 6M | -30.7% | +26.9% | -57.6% | -33.5% |
| YTD | -14.3% | +54.3% | -68.6% | -20.5% |
| 1Y | -8.4% | +45.7% | -54.1% | -14.3% |
| All | +55.8% | +21.5% | +34.3% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling