+22.4%
LHX vs AMBA
-53.5%
+75.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -2.5% | -6.4% | +3.9% | -2.3% |
| 30D | -10.4% | -26.8% | +16.5% | -9.6% |
| 3M | -14.9% | -7.6% | -7.3% | -15.1% |
| 6M | -29.6% | +21.2% | -50.8% | -30.7% |
| YTD | -11.8% | -10.4% | -1.4% | -12.2% |
| 1Y | -5.1% | -24.4% | +19.3% | -5.1% |
| 3Y | +61.3% | +6.0% | +55.3% | +56.2% |
| 5Y | +22.4% | -53.9% | +76.3% | +16.0% |
| All | +22.4% | -53.5% | +75.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling