+37.3%
LHX vs AMDL
+119.6%
-82.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.3% | -14.1% | +0.1% |
| 7D | +6.5% | +18.5% | -12.0% | +6.2% |
| 30D | +16.1% | -24.2% | +40.3% | +16.0% |
| 3M | -2.8% | +11.5% | -14.3% | -3.3% |
| 6M | -7.7% | -1.0% | -6.7% | -8.6% |
| YTD | -4.6% | +260.3% | -264.9% | -9.5% |
| 1Y | -6.8% | +178.2% | -184.9% | -11.2% |
| All | +37.3% | +119.6% | -82.3% | +16.2% |
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