+222.0%
LHX vs AEIS
+562.2%
-340.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -1.8% |
| 7D | -4.3% | +2.3% | -6.5% | -4.6% |
| 30D | -15.1% | -14.8% | -0.3% | -13.6% |
| 3M | -21.0% | -15.6% | -5.4% | -20.3% |
| 6M | -32.0% | -8.7% | -23.3% | -32.7% |
| YTD | -15.3% | +37.3% | -52.7% | -21.5% |
| 1Y | -11.1% | +80.3% | -91.4% | -21.3% |
| 3Y | +54.0% | +177.9% | -123.9% | +23.5% |
| 5Y | +17.1% | +235.8% | -218.7% | -11.7% |
| All | +222.0% | +562.2% | -340.2% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling