+18.7%
AEM vs LHX
-8.3%
+27.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -6.5% | +16.1% | +10.9% |
| 7D | +0.2% | -0.3% | +0.5% | -0.5% |
| 30D | +0.1% | +9.7% | -9.6% | -3.8% |
| 3M | +22.1% | -8.5% | +30.6% | +24.9% |
| 6M | +2.4% | -15.1% | +17.5% | +8.3% |
| YTD | +8.9% | -10.4% | +19.3% | +16.6% |
| 1Y | +18.7% | -9.3% | +28.0% | +27.3% |
| All | +18.7% | -8.3% | +27.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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