+1,310.4%
AMT vs LHX
+1,965.4%
-655.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.2% | -2.5% | +2.3% | +0.9% |
| 30D | +1.8% | -10.4% | +12.2% | +6.4% |
| 3M | -6.2% | -14.9% | +8.8% | -0.4% |
| 6M | -5.0% | -29.6% | +24.6% | +8.8% |
| YTD | +2.1% | -11.8% | +13.9% | +6.0% |
| 1Y | -5.7% | -5.1% | -0.7% | -5.4% |
| 3Y | +7.9% | +61.3% | -53.4% | -14.5% |
| 5Y | -32.3% | +22.4% | -54.7% | -41.3% |
| 10Y | +95.0% | +232.2% | -137.2% | +5.8% |
| All | +1,310.4% | +1,965.4% | -655.0% | +143.3% |
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