+390.9%
AMD vs LHX
+19.9%
+371.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.3% |
| 7D | +14.0% | -3.7% | +17.7% | +14.5% |
| 30D | +11.0% | -13.2% | +24.1% | +12.8% |
| 3M | +9.6% | -18.4% | +27.9% | +12.0% |
| 6M | +157.1% | -32.0% | +189.1% | +172.3% |
| YTD | +143.3% | -13.6% | +157.0% | +146.0% |
| 1Y | +234.4% | -6.0% | +240.4% | +233.2% |
| 3Y | +391.2% | +57.9% | +333.2% | +344.8% |
| 5Y | +390.9% | +19.2% | +371.7% | +352.5% |
| All | +390.9% | +19.9% | +371.0% | +352.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling