+215.7%
AMD vs LHX
-6.7%
+222.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.4% |
| 7D | +10.4% | -4.8% | +15.2% | +10.3% |
| 30D | +6.2% | -12.7% | +18.9% | +5.9% |
| 3M | +11.3% | -17.6% | +29.0% | +11.1% |
| 6M | +147.8% | -30.7% | +178.5% | +162.8% |
| YTD | +135.2% | -14.3% | +149.5% | +130.0% |
| 1Y | +215.7% | -8.4% | +224.1% | +187.6% |
| All | +215.7% | -6.7% | +222.4% | +187.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling