+427.2%
LHX vs AMC
-97.5%
+524.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.6% |
| 7D | -0.6% | +5.5% | -6.1% | -0.7% |
| 30D | +16.5% | +16.1% | +0.3% | +16.1% |
| 3M | -4.3% | +43.0% | -47.3% | -4.9% |
| 6M | -7.1% | +130.7% | -137.8% | -8.7% |
| YTD | -4.8% | +121.8% | -126.6% | -6.6% |
| 1Y | -5.5% | +40.7% | -46.2% | -6.6% |
| 3Y | +60.5% | -56.8% | +117.3% | +60.0% |
| 5Y | +36.4% | -99.1% | +135.5% | +41.1% |
| 10Y | +223.6% | -98.7% | +322.3% | +241.1% |
| All | +427.2% | -97.5% | +524.7% | +353.6% |
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