+61.3%
LHX vs AMC
-67.8%
+129.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.5% |
| 30D | -10.4% | -1.2% | -9.2% | -10.4% |
| 3M | -14.9% | +42.2% | -57.2% | -15.9% |
| 6M | -29.6% | +118.8% | -148.4% | -31.2% |
| YTD | -11.8% | +64.1% | -75.9% | -13.3% |
| 1Y | -5.1% | -9.5% | +4.5% | -5.5% |
| 3Y | +61.3% | -64.3% | +125.7% | +64.7% |
| All | +61.3% | -67.8% | +129.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling