-9.3%
LHX vs AMCR
+32.3%
-41.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.7% | -6.9% |
| 7D | -0.3% | +6.2% | -6.6% | -1.3% |
| 30D | +9.7% | +16.0% | -6.4% | +7.3% |
| 3M | -8.5% | +4.4% | -12.9% | -9.3% |
| 6M | -15.1% | +35.5% | -50.6% | -18.7% |
| YTD | -10.4% | +21.5% | -31.9% | -14.0% |
| 1Y | -9.3% | +30.7% | -40.0% | -10.9% |
| All | -9.3% | +32.3% | -41.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling