+14.2%
LMT vs AEM
+32.6%
-18.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.5% |
| 3M | -3.9% | +27.3% | -31.2% | -5.0% |
| 6M | -18.3% | -9.7% | -8.6% | -17.7% |
| YTD | +10.3% | +19.0% | -8.6% | +9.1% |
| 1Y | +14.2% | +31.5% | -17.2% | +12.0% |
| All | +14.2% | +32.6% | -18.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling