+7,765.4%
AMD vs LHX
+215.8%
+7,549.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -8.9% | -8.8% |
| 7D | +18.9% | +4.8% | +14.1% | +17.4% |
| 30D | -6.4% | +14.7% | -21.1% | -10.4% |
| 3M | +10.6% | -5.1% | +15.7% | +12.0% |
| 6M | +19.9% | -9.9% | +29.8% | +22.2% |
| YTD | +149.4% | -6.1% | +155.5% | +149.0% |
| 1Y | +115.4% | -4.0% | +119.4% | +113.3% |
| 3Y | +357.3% | +56.9% | +300.4% | +272.4% |
| 5Y | +261.1% | +36.6% | +224.5% | +201.0% |
| All | +7,765.4% | +215.8% | +7,549.6% | +3,707.0% |
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 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