+2,195.5%
AEP vs LHX
+7,852.8%
-5,657.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -1.0% | -4.8% | +3.8% | -0.1% |
| 30D | -0.1% | -12.7% | +12.7% | +2.3% |
| 3M | -3.2% | -17.6% | +14.4% | -0.1% |
| 6M | -5.3% | -30.7% | +25.4% | +0.7% |
| YTD | +9.5% | -14.3% | +23.9% | +12.0% |
| 1Y | +17.5% | -8.4% | +25.9% | +18.6% |
| 3Y | +77.0% | +56.7% | +20.3% | +61.8% |
| 5Y | +66.4% | +18.5% | +47.9% | +58.8% |
| 10Y | +175.1% | +229.6% | -54.5% | +122.7% |
| All | +2,195.5% | +7,852.8% | -5,657.3% | +1,165.0% |
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