+24.3%
LHX vs AMDL
+131.0%
-106.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.1% | -2.1% |
| 7D | -3.7% | +29.0% | -32.7% | -4.0% |
| 30D | -13.2% | +19.1% | -32.2% | -13.3% |
| 3M | -18.4% | +1.8% | -20.1% | -18.7% |
| 6M | -32.0% | +374.4% | -406.3% | -35.5% |
| YTD | -13.6% | +278.9% | -292.6% | -17.8% |
| 1Y | -6.0% | +510.6% | -516.5% | -12.1% |
| All | +24.3% | +131.0% | -106.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling