+257,148.5%
AMZN vs LHX
+2,334.9%
+254,813.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.7% | -4.8% | +2.1% | -0.6% |
| 30D | -7.5% | -12.7% | +5.3% | -2.0% |
| 3M | +5.8% | -17.6% | +23.5% | +13.9% |
| 6M | +17.5% | -30.7% | +48.3% | +35.8% |
| YTD | +9.1% | -14.3% | +23.5% | +14.1% |
| 1Y | +9.4% | -8.4% | +17.8% | +10.4% |
| 3Y | +82.2% | +56.7% | +25.6% | +41.0% |
| 5Y | +45.2% | +18.5% | +26.8% | +24.4% |
| 10Y | +562.7% | +229.6% | +333.2% | +219.9% |
| All | +257,148.5% | +2,334.9% | +254,813.6% | +37,419.3% |
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