+18.7%
LHX vs AMP
+122.1%
-103.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | -4.3% | -0.5% | -3.7% | -4.1% |
| 30D | -15.1% | -1.3% | -13.8% | -14.9% |
| 3M | -21.0% | +24.2% | -45.2% | -24.8% |
| 6M | -32.0% | +24.6% | -56.6% | -35.4% |
| YTD | -15.3% | +14.8% | -30.2% | -18.3% |
| 1Y | -11.1% | +12.8% | -23.8% | -13.9% |
| 3Y | +54.0% | +69.0% | -15.0% | +33.9% |
| All | +18.7% | +122.1% | -103.4% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling