+420.3%
LHX vs AMC
-97.6%
+517.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +4.8% | +3.5% | +1.3% | +4.7% |
| 30D | +14.7% | +12.5% | +2.2% | +14.4% |
| 3M | -5.1% | +23.6% | -28.7% | -5.5% |
| 6M | -9.9% | +144.4% | -154.3% | -11.6% |
| YTD | -6.1% | +108.3% | -114.4% | -7.7% |
| 1Y | -4.0% | +38.9% | -42.9% | -5.1% |
| 3Y | +56.9% | -58.9% | +115.8% | +56.6% |
| 5Y | +36.6% | -99.2% | +135.8% | +41.5% |
| 10Y | +217.5% | -98.8% | +316.3% | +237.6% |
| All | +420.3% | -97.6% | +517.9% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling