+223.6%
LHX vs AMBA
+4.3%
+219.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.8% |
| 7D | -0.6% | -2.6% | +2.0% | -0.5% |
| 30D | +16.5% | -10.5% | +26.9% | +17.1% |
| 3M | -4.3% | -26.4% | +22.1% | -2.6% |
| 6M | -7.1% | -20.9% | +13.8% | -7.0% |
| YTD | -4.8% | -14.8% | +10.0% | -5.7% |
| 1Y | -5.5% | -36.1% | +30.5% | -4.5% |
| 3Y | +60.5% | +20.2% | +40.2% | +49.7% |
| 5Y | +36.4% | -67.2% | +103.7% | +37.8% |
| 10Y | +223.6% | +5.0% | +218.6% | +152.6% |
| All | +223.6% | +4.3% | +219.3% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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