+222.0%
LHX vs AME
+445.1%
-223.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -2.6% |
| 7D | -4.3% | +1.7% | -6.0% | -5.1% |
| 30D | -15.1% | -6.4% | -8.7% | -12.6% |
| 3M | -21.0% | +7.1% | -28.1% | -23.9% |
| 6M | -32.0% | +8.2% | -40.2% | -35.1% |
| YTD | -15.3% | +18.2% | -33.5% | -22.5% |
| 1Y | -11.1% | +26.7% | -37.8% | -21.4% |
| 3Y | +54.0% | +60.7% | -6.7% | +18.0% |
| 5Y | +17.1% | +91.6% | -74.5% | -20.1% |
| All | +222.0% | +445.1% | -223.0% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling