+75.2%
LMT vs AEM
+294.2%
-219.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.3% |
| 7D | -0.5% | -5.0% | +4.5% | -0.2% |
| 30D | -10.8% | +8.5% | -19.2% | -11.4% |
| 3M | +1.6% | +29.3% | -27.7% | -0.5% |
| 6M | -17.6% | -12.9% | -4.6% | -17.0% |
| YTD | +11.6% | +16.8% | -5.2% | +9.7% |
| 1Y | +17.2% | +29.8% | -12.6% | +14.0% |
| 3Y | +35.7% | +336.7% | -301.0% | +17.8% |
| 5Y | +75.2% | +299.9% | -224.7% | +53.0% |
| All | +75.2% | +294.2% | -219.0% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling