+7,700.9%
LHX vs ADM
+1,908.9%
+5,792.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.0% | +3.8% | -5.7% | -3.0% |
| 30D | -9.9% | +9.8% | -19.7% | -12.3% |
| 3M | -16.5% | +2.1% | -18.6% | -17.3% |
| 6M | -29.6% | +27.5% | -57.1% | -34.7% |
| YTD | -11.6% | +50.2% | -61.8% | -21.6% |
| 1Y | -4.1% | +40.6% | -44.7% | -13.7% |
| 3Y | +53.3% | +17.2% | +36.0% | +41.4% |
| 5Y | +22.3% | +61.9% | -39.6% | +1.9% |
| 10Y | +231.9% | +159.3% | +72.6% | +137.9% |
| All | +7,700.9% | +1,908.9% | +5,792.0% | +3,095.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling