+268.9%
AMAT vs LHX
+23.0%
+245.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +7.0% | -2.5% | +9.5% | +7.3% |
| 30D | -12.2% | -10.4% | -1.9% | -11.3% |
| 3M | -3.8% | -14.9% | +11.1% | -2.4% |
| 6M | +45.9% | -29.6% | +75.6% | +53.5% |
| YTD | +84.6% | -11.8% | +96.4% | +86.0% |
| 1Y | +193.4% | -5.1% | +198.4% | +191.2% |
| 3Y | +228.1% | +61.3% | +166.8% | +195.0% |
| 5Y | +268.9% | +22.4% | +246.5% | +239.7% |
| All | +268.9% | +23.0% | +245.9% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling