+232.3%
LHX vs AMC
-99.0%
+331.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.0% |
| 7D | -3.7% | -6.8% | +3.1% | -3.6% |
| 30D | -13.2% | +1.7% | -14.8% | -13.2% |
| 3M | -18.4% | +26.8% | -45.2% | -18.8% |
| 6M | -32.0% | +117.7% | -149.7% | -32.9% |
| YTD | -13.6% | +57.7% | -71.3% | -14.5% |
| 1Y | -6.0% | -12.5% | +6.5% | -6.2% |
| 3Y | +57.9% | -65.7% | +123.7% | +58.0% |
| 5Y | +19.2% | -99.5% | +118.7% | +23.3% |
| 10Y | +232.3% | -99.0% | +331.2% | +225.1% |
| All | +232.3% | -99.0% | +331.2% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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