+167.6%
AMAT vs LHX
+37.0%
+130.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +6.0% |
| 7D | +7.0% | +6.5% | +0.5% | +6.3% |
| 30D | -20.6% | +16.1% | -36.7% | -21.7% |
| 3M | -24.8% | -2.8% | -21.9% | -24.5% |
| 6M | -10.7% | -7.7% | -3.0% | -10.2% |
| YTD | +54.3% | -4.6% | +58.9% | +54.3% |
| 1Y | +73.7% | -6.8% | +80.5% | +74.4% |
| 3Y | +168.4% | +60.8% | +107.6% | +142.0% |
| 5Y | +167.6% | +39.5% | +128.0% | +131.8% |
| All | +167.6% | +37.0% | +130.5% | +131.8% |
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