+3,707.0%
LHX vs AEIS
+2,610.7%
+1,096.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -3.7% | +6.5% | -10.2% | -4.7% |
| 30D | -13.2% | -9.2% | -4.0% | -12.1% |
| 3M | -18.4% | -8.3% | -10.0% | -18.6% |
| 6M | -32.0% | -6.3% | -25.6% | -32.9% |
| YTD | -13.6% | +36.5% | -50.1% | -20.3% |
| 1Y | -6.0% | +84.8% | -90.7% | -17.9% |
| 3Y | +57.9% | +176.6% | -118.6% | +25.3% |
| 5Y | +19.2% | +237.1% | -217.9% | -10.8% |
| 10Y | +232.3% | +554.7% | -322.4% | +106.7% |
| All | +3,707.0% | +2,610.7% | +1,096.3% | +1,390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling