+341.1%
AMD vs LHX
+59.4%
+281.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +6.5% | -0.6% | +7.1% | +6.2% |
| 30D | -15.3% | +16.5% | -31.7% | -15.9% |
| 3M | +9.7% | -4.3% | +14.0% | +10.6% |
| 6M | +13.2% | -7.1% | +20.3% | +13.9% |
| YTD | +140.6% | -4.8% | +145.4% | +140.6% |
| 1Y | +111.2% | -5.5% | +116.7% | +111.5% |
| All | +341.1% | +59.4% | +281.7% | +355.4% |
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