+3,448.7%
AEM vs LHX
+7,852.8%
-4,404.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -5.0% | -4.8% | -0.2% | -4.4% |
| 30D | +8.5% | -12.7% | +21.2% | +10.4% |
| 3M | +29.3% | -17.6% | +46.9% | +32.3% |
| 6M | -12.9% | -30.7% | +17.8% | -8.8% |
| YTD | +16.8% | -14.3% | +31.1% | +19.1% |
| 1Y | +29.8% | -8.4% | +38.2% | +31.2% |
| 3Y | +336.7% | +56.7% | +280.1% | +310.8% |
| 5Y | +299.9% | +18.5% | +281.5% | +287.8% |
| 10Y | +362.2% | +229.6% | +132.7% | +285.6% |
| All | +3,448.7% | +7,852.8% | -4,404.1% | +3,135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling