+8,520.0%
AMD vs LHX
+215.2%
+8,304.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.4% |
| 7D | +44.7% | +5.3% | +39.4% | +42.7% |
| 30D | -3.3% | +15.8% | -19.2% | -7.8% |
| 3M | +21.2% | -6.1% | +27.3% | +23.1% |
| 6M | +30.6% | -11.4% | +41.9% | +33.8% |
| YTD | +173.3% | -6.3% | +179.6% | +173.1% |
| 1Y | +126.1% | -8.0% | +134.0% | +127.4% |
| 3Y | +393.5% | +58.1% | +335.5% | +300.7% |
| 5Y | +295.8% | +36.3% | +259.4% | +230.1% |
| All | +8,520.0% | +215.2% | +8,304.8% | +4,074.9% |
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