+36.5%
LMT vs AEIS
+160.8%
-124.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.8% | -16.4% | +5.6% | -10.7% |
| 3M | +1.6% | -11.1% | +12.7% | +1.2% |
| 6M | -17.6% | -12.0% | -5.5% | -18.0% |
| YTD | +11.6% | +30.9% | -19.3% | +10.3% |
| 1Y | +17.2% | +74.3% | -57.1% | +15.6% |
| All | +36.5% | +160.8% | -124.3% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling