+27.0%
LHX vs AMDL
+117.8%
-90.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -0.4% |
| 7D | -2.5% | +19.9% | -22.5% | -2.7% |
| 30D | -10.4% | +6.3% | -16.6% | -10.4% |
| 3M | -14.9% | -9.9% | -5.0% | -15.1% |
| 6M | -29.6% | +394.3% | -423.9% | -33.4% |
| YTD | -11.8% | +257.3% | -269.1% | -16.0% |
| 1Y | -5.1% | +508.5% | -513.6% | -11.4% |
| All | +27.0% | +117.8% | -90.8% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling