+1,707.5%
AMAT vs LHX
+228.2%
+1,479.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | +6.9% | -3.7% | +10.6% | +8.4% |
| 30D | -10.1% | -13.2% | +3.0% | -5.5% |
| 3M | -6.0% | -18.4% | +12.4% | +0.1% |
| 6M | +38.6% | -32.0% | +70.6% | +58.8% |
| YTD | +83.1% | -13.6% | +96.7% | +88.8% |
| 1Y | +188.3% | -6.0% | +194.3% | +185.4% |
| 3Y | +225.3% | +57.9% | +167.4% | +148.5% |
| 5Y | +262.0% | +19.2% | +242.7% | +203.6% |
| 10Y | +1,707.5% | +232.3% | +1,475.2% | +793.3% |
| All | +1,707.5% | +228.2% | +1,479.2% | +793.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling