+39.2%
AEM vs LHX
-4.7%
+43.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | +24.0% | -10.4% | +34.4% | +28.7% |
| 3M | +16.1% | -16.9% | +33.0% | +24.2% |
| 6M | -11.6% | -29.9% | +18.3% | +3.7% |
| YTD | +21.5% | -12.0% | +33.5% | +31.3% |
| 1Y | +39.2% | -4.5% | +43.7% | +45.6% |
| All | +39.2% | -4.7% | +43.8% | +45.6% |
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