-1.2%
LMT vs AAOX
-89.3%
+88.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.0% | +8.1% | -7.1% |
| 7D | -5.5% | -50.3% | +44.8% | -6.5% |
| 30D | +17.5% | -79.8% | +97.3% | +15.3% |
| 3M | +1.6% | -85.9% | +87.5% | -0.4% |
| 6M | +16.3% | -95.7% | +112.0% | +12.5% |
| All | -1.2% | -89.3% | +88.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling