+394.8%
AMD vs LHX
+57.1%
+337.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.1% |
| 7D | +14.0% | -3.7% | +17.7% | +14.2% |
| 30D | +11.0% | -13.2% | +24.1% | +11.9% |
| 3M | +9.6% | -18.4% | +27.9% | +11.0% |
| 6M | +157.1% | -32.0% | +189.1% | +170.4% |
| YTD | +143.3% | -13.6% | +157.0% | +144.4% |
| 1Y | +234.4% | -6.0% | +240.4% | +232.1% |
| All | +394.8% | +57.1% | +337.7% | +397.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling