+627.8%
LHX vs AMBA
+831.3%
-203.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | +6.5% | +2.6% | +3.9% | +6.3% |
| 30D | +16.1% | -3.6% | +19.7% | +16.2% |
| 3M | -2.8% | -24.6% | +21.8% | -1.2% |
| 6M | -7.7% | -21.6% | +13.9% | -7.5% |
| YTD | -4.6% | -11.8% | +7.2% | -5.7% |
| 1Y | -6.8% | -33.2% | +26.4% | -6.1% |
| 3Y | +60.8% | +24.5% | +36.4% | +50.0% |
| 5Y | +39.5% | -67.7% | +107.2% | +40.7% |
| 10Y | +222.4% | +4.7% | +217.7% | +169.7% |
| All | +627.8% | +831.3% | -203.5% | +396.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling