+137,736.4%
AMAT vs LHX
+8,111.5%
+129,624.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | -1.5% | -2.0% | +0.4% | -0.6% |
| 30D | -14.8% | -9.9% | -4.9% | -10.8% |
| 3M | -9.3% | -16.5% | +7.2% | -3.0% |
| 6M | +27.4% | -29.6% | +57.0% | +46.9% |
| YTD | +77.6% | -11.6% | +89.1% | +83.0% |
| 1Y | +188.9% | -4.1% | +193.0% | +185.1% |
| 3Y | +202.3% | +53.3% | +149.0% | +131.7% |
| 5Y | +248.9% | +22.3% | +226.6% | +187.7% |
| 10Y | +1,585.2% | +231.9% | +1,353.3% | +727.8% |
| All | +137,736.4% | +8,111.5% | +129,624.9% | +15,521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling