-9.3%
LHX vs AMP
+18.6%
-27.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.5% | -10.9% | -7.3% |
| 7D | -0.3% | +7.7% | -8.0% | -1.9% |
| 30D | +9.7% | +6.6% | +3.1% | +8.2% |
| 3M | -8.5% | -4.7% | -3.8% | -7.8% |
| 6M | -15.1% | +12.9% | -28.0% | -17.4% |
| YTD | -10.4% | +8.6% | -19.0% | -13.5% |
| 1Y | -9.3% | +18.2% | -27.5% | -15.2% |
| All | -9.3% | +18.6% | -27.9% | -15.2% |
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