+2,151.6%
LMT vs AEE
+822.6%
+1,329.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -1.5% | +1.3% | -2.9% | -2.1% |
| 30D | -8.2% | -1.2% | -7.0% | -7.8% |
| 3M | +3.7% | +1.0% | +2.7% | +3.2% |
| 6M | -19.2% | -2.3% | -16.9% | -18.6% |
| YTD | +12.9% | +9.1% | +3.7% | +8.5% |
| 1Y | +19.8% | +10.6% | +9.2% | +14.4% |
| 3Y | +37.3% | +48.5% | -11.2% | +14.6% |
| 5Y | +74.4% | +39.9% | +34.5% | +47.6% |
| 10Y | +188.9% | +185.7% | +3.2% | +81.0% |
| All | +2,151.6% | +822.6% | +1,329.0% | +783.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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