+355.1%
AEM vs LHX
+227.8%
+127.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -2.1% | -4.3% | +2.1% | -1.5% |
| 30D | +8.4% | -15.1% | +23.6% | +11.1% |
| 3M | +27.3% | -21.0% | +48.3% | +31.7% |
| 6M | -9.7% | -32.0% | +22.3% | -4.3% |
| YTD | +19.0% | -15.3% | +34.3% | +22.3% |
| 1Y | +31.5% | -11.1% | +42.5% | +34.3% |
| 3Y | +338.7% | +54.0% | +284.7% | +317.3% |
| 5Y | +307.4% | +17.1% | +290.3% | +298.9% |
| All | +355.1% | +227.8% | +127.2% | +305.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling