+8,378.1%
AMD vs LHX
+231.6%
+8,146.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.1% |
| 7D | +10.4% | -4.8% | +15.2% | +12.0% |
| 30D | +6.2% | -12.7% | +18.9% | +10.7% |
| 3M | +11.3% | -17.6% | +29.0% | +17.0% |
| 6M | +147.8% | -30.7% | +178.5% | +175.7% |
| YTD | +135.2% | -14.3% | +149.5% | +142.4% |
| 1Y | +215.7% | -8.4% | +224.1% | +217.2% |
| 3Y | +374.7% | +56.7% | +318.0% | +283.4% |
| 5Y | +378.7% | +18.5% | +360.2% | +319.6% |
| All | +8,378.1% | +231.6% | +8,146.5% | +4,225.8% |
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 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