+7,679.3%
LHX vs AME
+18,712.2%
-11,032.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +2.8% | -5.3% | -3.5% |
| 30D | -10.4% | -6.3% | -4.1% | -8.2% |
| 3M | -14.9% | +5.4% | -20.3% | -17.0% |
| 6M | -29.6% | +7.4% | -37.1% | -32.0% |
| YTD | -11.8% | +16.2% | -28.0% | -17.3% |
| 1Y | -5.1% | +26.8% | -31.9% | -13.9% |
| 3Y | +61.3% | +57.5% | +3.8% | +32.5% |
| 5Y | +22.4% | +84.8% | -62.5% | -6.7% |
| 10Y | +232.2% | +424.3% | -192.1% | +69.5% |
| All | +7,679.3% | +18,712.2% | -11,032.9% | +1,387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling