+53,311.3%
AMGN vs LHX
+7,852.8%
+45,458.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -13.9% | -4.8% | -9.1% | -12.8% |
| 30D | -7.1% | -12.7% | +5.6% | -4.1% |
| 3M | +13.9% | -17.6% | +31.5% | +19.0% |
| 6M | +3.2% | -30.7% | +34.0% | +12.3% |
| YTD | +19.2% | -14.3% | +33.6% | +22.8% |
| 1Y | +41.1% | -8.4% | +49.5% | +42.6% |
| 3Y | +61.3% | +56.7% | +4.6% | +42.1% |
| 5Y | +109.1% | +18.5% | +90.6% | +94.2% |
| 10Y | +209.4% | +229.6% | -20.1% | +120.9% |
| All | +53,311.3% | +7,852.8% | +45,458.5% | +15,345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling