+18.7%
LHX vs AEIS
+232.6%
-213.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -1.4% |
| 7D | -4.3% | +2.3% | -6.5% | -4.4% |
| 30D | -15.1% | -14.8% | -0.3% | -14.5% |
| 3M | -21.0% | -15.6% | -5.4% | -20.6% |
| 6M | -32.0% | -8.7% | -23.3% | -32.4% |
| YTD | -15.3% | +37.3% | -52.7% | -18.7% |
| 1Y | -11.1% | +80.3% | -91.4% | -16.6% |
| 3Y | +54.0% | +177.9% | -123.9% | +36.0% |
| All | +18.7% | +232.6% | -213.9% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling