-5.5%
LHX vs AMBA
-34.6%
+29.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.7% |
| 7D | -0.6% | -2.6% | +2.0% | -0.7% |
| 30D | +16.5% | -10.5% | +26.9% | +16.3% |
| 3M | -4.3% | -26.4% | +22.1% | -4.5% |
| 6M | -7.1% | -20.9% | +13.8% | -7.1% |
| YTD | -4.8% | -14.8% | +10.0% | -5.3% |
| 1Y | -5.5% | -36.1% | +30.5% | -4.8% |
| All | -5.5% | -34.6% | +29.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling