+18.5%
LHX vs AME
+82.6%
-64.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -12.7% | -8.6% | -4.1% | -10.4% |
| 3M | -17.6% | +5.8% | -23.4% | -19.4% |
| 6M | -30.7% | +3.8% | -34.6% | -32.0% |
| YTD | -14.3% | +14.4% | -28.8% | -18.4% |
| 1Y | -8.4% | +25.8% | -34.2% | -15.3% |
| 3Y | +56.7% | +55.2% | +1.5% | +33.3% |
| 5Y | +18.5% | +85.5% | -67.1% | -7.3% |
| All | +18.5% | +82.6% | -64.1% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling