+188.9%
AMAT vs LHX
-4.7%
+193.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.7% |
| 30D | -14.8% | -10.4% | -4.4% | -15.7% |
| 3M | -9.3% | -16.9% | +7.6% | -9.7% |
| 6M | +27.4% | -29.9% | +57.3% | +33.4% |
| YTD | +77.6% | -12.0% | +89.6% | +76.2% |
| 1Y | +188.9% | -4.5% | +193.5% | +204.0% |
| All | +188.9% | -4.7% | +193.6% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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