-6.0%
LHX vs AMBA
-17.3%
+11.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.4% | -10.5% | -2.1% |
| 7D | -3.7% | +2.5% | -6.2% | -3.7% |
| 30D | -13.2% | -16.1% | +3.0% | -13.1% |
| 3M | -18.4% | +4.6% | -23.0% | -18.5% |
| 6M | -32.0% | +29.2% | -61.1% | -33.5% |
| YTD | -13.6% | -2.9% | -10.8% | -14.1% |
| 1Y | -6.0% | -18.7% | +12.8% | -5.2% |
| All | -6.0% | -17.3% | +11.3% | -5.2% |
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