+2,204.0%
LHX vs AEE
+807.2%
+1,396.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -12.7% | -2.0% | -10.8% | -12.0% |
| 3M | -17.6% | -2.8% | -14.8% | -16.6% |
| 6M | -30.7% | -3.6% | -27.1% | -29.7% |
| YTD | -14.3% | +7.3% | -21.7% | -17.3% |
| 1Y | -8.4% | +8.7% | -17.1% | -12.1% |
| 3Y | +56.7% | +46.0% | +10.6% | +30.0% |
| 5Y | +18.5% | +39.8% | -21.3% | -0.4% |
| 10Y | +229.6% | +191.4% | +38.1% | +97.9% |
| All | +2,204.0% | +807.2% | +1,396.7% | +817.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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