+389.9%
LHX vs AMC
-98.1%
+488.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.8% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -9.9% | -0.7% | -9.2% | -10.0% |
| 3M | -16.5% | +35.2% | -51.7% | -17.1% |
| 6M | -29.6% | +124.6% | -154.2% | -30.8% |
| YTD | -11.6% | +69.9% | -81.4% | -12.8% |
| 1Y | -4.1% | -2.6% | -1.5% | -4.6% |
| 3Y | +53.3% | -79.8% | +133.0% | +54.4% |
| 5Y | +22.3% | -99.4% | +121.7% | +27.3% |
| 10Y | +231.9% | -98.9% | +330.7% | +244.2% |
| All | +389.9% | -98.1% | +488.0% | +323.6% |
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