+6.7%
AMZN vs LHX
-8.3%
+15.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.5% | +12.6% | +5.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.3% |
| 30D | +5.8% | +9.7% | -3.8% | +6.0% |
| 3M | -4.1% | -8.5% | +4.4% | -4.0% |
| 6M | -2.2% | -15.1% | +12.9% | -2.3% |
| YTD | +15.3% | -10.4% | +25.7% | +10.2% |
| 1Y | +6.7% | -9.3% | +16.0% | +1.5% |
| All | +6.7% | -8.3% | +15.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling