+739.9%
LHX vs AMCR
+96.6%
+643.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.8% | -5.0% | +0.2% | -3.8% |
| 30D | -12.7% | -8.0% | -4.8% | -11.3% |
| 3M | -17.6% | +14.3% | -31.9% | -20.1% |
| 6M | -30.7% | +5.3% | -36.1% | -31.8% |
| YTD | -14.3% | +7.7% | -22.1% | -16.4% |
| 1Y | -8.4% | +10.8% | -19.2% | -11.3% |
| 3Y | +56.7% | +9.6% | +47.1% | +50.4% |
| 5Y | +18.5% | -10.2% | +28.7% | +17.9% |
| 10Y | +229.6% | +16.5% | +213.1% | +197.1% |
| All | +739.9% | +96.6% | +643.3% | +700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling