+23.3%
LHX vs AMDL
+115.6%
-92.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.8% |
| 7D | -4.8% | +20.7% | -25.5% | -5.0% |
| 30D | -12.7% | +9.4% | -22.2% | -12.8% |
| 3M | -17.6% | +5.6% | -23.3% | -18.1% |
| 6M | -30.7% | +340.3% | -371.0% | -34.3% |
| YTD | -14.3% | +253.6% | -268.0% | -18.4% |
| 1Y | -8.4% | +443.4% | -451.8% | -14.2% |
| All | +23.3% | +115.6% | -92.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling