+185.8%
LMT vs AEM
+378.0%
-192.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -0.2% | -2.1% | +1.9% | -0.1% |
| 30D | -13.1% | +8.4% | -21.5% | -13.4% |
| 3M | -3.9% | +27.3% | -31.2% | -5.0% |
| 6M | -18.3% | -9.7% | -8.6% | -18.1% |
| YTD | +10.3% | +19.0% | -8.6% | +9.2% |
| 1Y | +14.2% | +31.5% | -17.2% | +12.4% |
| 3Y | +35.0% | +338.7% | -303.7% | +25.9% |
| 5Y | +73.2% | +307.4% | -234.2% | +61.2% |
| All | +185.8% | +378.0% | -192.2% | +171.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling