+1.0%
LHX vs AMRZ
-20.3%
+21.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.8% | -8.1% | +3.3% | -3.5% |
| 30D | -12.7% | -14.8% | +2.1% | -10.5% |
| 3M | -17.6% | -19.7% | +2.1% | -15.0% |
| 6M | -30.7% | -30.8% | +0.1% | -26.7% |
| YTD | -14.3% | -24.3% | +9.9% | -10.9% |
| 1Y | -8.4% | -24.0% | +15.6% | -5.4% |
| All | +1.0% | -20.3% | +21.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling