+67.2%
AEP vs LHX
+16.3%
+50.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -0.9% | -4.3% | +3.3% | +0.3% |
| 30D | -1.1% | -15.1% | +14.1% | +3.6% |
| 3M | -3.3% | -21.0% | +17.7% | +3.1% |
| 6M | -4.6% | -32.0% | +27.4% | +6.2% |
| YTD | +9.4% | -15.3% | +24.7% | +13.2% |
| 1Y | +16.9% | -11.1% | +28.0% | +18.8% |
| 3Y | +76.6% | +54.0% | +22.6% | +45.8% |
| All | +67.2% | +16.3% | +50.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling