+10.8%
AEP vs LHX
-8.3%
+19.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +7.9% | +9.7% | -1.7% | +6.2% |
| 3M | +1.5% | -8.5% | +10.0% | +2.6% |
| 6M | -2.6% | -15.1% | +12.5% | -0.6% |
| YTD | +14.7% | -10.4% | +25.1% | +15.0% |
| 1Y | +10.8% | -9.3% | +20.1% | +11.7% |
| All | +10.8% | -8.3% | +19.0% | +11.7% |
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