+27.3%
LHX vs AMDL
+95.0%
-67.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -1.8% |
| 7D | -2.0% | +4.5% | -6.5% | -2.0% |
| 30D | -9.9% | -4.4% | -5.5% | -9.9% |
| 3M | -16.5% | -30.5% | +14.0% | -16.4% |
| 6M | -29.6% | +300.9% | -330.5% | -33.1% |
| YTD | -11.6% | +219.9% | -231.5% | -15.7% |
| 1Y | -4.1% | +374.7% | -378.8% | -10.0% |
| All | +27.3% | +95.0% | -67.7% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling