+7,517.2%
LHX vs AIG
-22.8%
+7,540.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.7% | -1.4% | -2.3% | -3.5% |
| 30D | -13.2% | -3.3% | -9.8% | -12.7% |
| 3M | -18.4% | +2.2% | -20.5% | -18.7% |
| 6M | -32.0% | -2.1% | -29.8% | -31.8% |
| YTD | -13.6% | -11.2% | -2.5% | -12.2% |
| 1Y | -6.0% | -2.1% | -3.9% | -6.0% |
| 3Y | +57.9% | +34.4% | +23.6% | +49.1% |
| 5Y | +19.2% | +53.7% | -34.5% | +8.9% |
| 10Y | +232.3% | +64.4% | +167.9% | +189.4% |
| All | +7,517.2% | -22.8% | +7,540.0% | +3,653.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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