+106.2%
AMT vs LHX
+227.8%
-121.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +4.0% | +3.2% |
| 7D | +1.1% | -4.3% | +5.4% | +2.6% |
| 30D | +4.4% | -15.1% | +19.5% | +10.2% |
| 3M | -5.2% | -21.0% | +15.8% | +2.3% |
| 6M | -0.8% | -32.0% | +31.2% | +12.4% |
| YTD | +3.3% | -15.3% | +18.6% | +8.0% |
| 1Y | -6.0% | -11.1% | +5.0% | -3.8% |
| 3Y | +9.6% | +54.0% | -44.4% | -9.4% |
| 5Y | -29.2% | +17.1% | -46.4% | -36.7% |
| All | +106.2% | +227.8% | -121.6% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling