-9.3%
LHX vs AME
+21.1%
-30.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.8% | -5.3% |
| 7D | -0.3% | -4.4% | +4.1% | +0.9% |
| 30D | +9.7% | -5.9% | +15.5% | +11.3% |
| 3M | -8.5% | -6.5% | -2.0% | -6.8% |
| 6M | -15.1% | +3.2% | -18.3% | -16.9% |
| YTD | -10.4% | +16.0% | -26.4% | -19.0% |
| 1Y | -9.3% | +20.4% | -29.7% | -20.2% |
| All | -9.3% | +21.1% | -30.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling