+11,511.2%
LMT vs AEM
+3,487.5%
+8,023.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.1% |
| 7D | -1.5% | +4.3% | -5.9% | -1.7% |
| 30D | -8.2% | +13.1% | -21.4% | -8.7% |
| 3M | +3.7% | +24.8% | -21.1% | +2.7% |
| 6M | -19.2% | -8.2% | -10.9% | -19.1% |
| YTD | +12.9% | +19.8% | -7.0% | +11.7% |
| 1Y | +19.8% | +32.1% | -12.3% | +18.0% |
| 3Y | +37.3% | +348.2% | -310.9% | +28.5% |
| 5Y | +74.4% | +297.5% | -223.1% | +63.3% |
| 10Y | +188.9% | +343.3% | -154.4% | +166.0% |
| All | +11,511.2% | +3,487.5% | +8,023.7% | +9,489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling