-4.5%
LHX vs AMP
+11.4%
-15.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -10.4% | -0.1% | -10.3% | -10.3% |
| 3M | -16.9% | +23.6% | -40.4% | -19.8% |
| 6M | -29.9% | +20.4% | -50.3% | -32.2% |
| YTD | -12.0% | +15.4% | -27.4% | -14.6% |
| 1Y | -4.5% | +11.0% | -15.5% | -7.5% |
| All | -4.5% | +11.4% | -15.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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