+18.7%
LHX vs AMCR
-12.3%
+31.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -4.3% | -6.3% | +2.0% | -2.9% |
| 30D | -15.1% | -7.8% | -7.3% | -13.7% |
| 3M | -21.0% | +7.5% | -28.5% | -22.4% |
| 6M | -32.0% | +2.7% | -34.7% | -32.7% |
| YTD | -15.3% | +6.0% | -21.4% | -17.3% |
| 1Y | -11.1% | +7.8% | -18.8% | -13.6% |
| 3Y | +54.0% | +5.8% | +48.2% | +47.2% |
| All | +18.7% | -12.3% | +31.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling