+11,275.8%
LMT vs AEM
+3,538.8%
+7,737.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | -6.3% | -0.5% | -5.7% | -6.3% |
| 30D | -8.5% | +24.0% | -32.5% | -9.3% |
| 3M | +1.8% | +16.1% | -14.3% | +1.1% |
| 6M | -19.9% | -11.6% | -8.3% | -19.7% |
| YTD | +10.6% | +21.5% | -11.0% | +9.4% |
| 1Y | +17.9% | +39.2% | -21.2% | +16.0% |
| 3Y | +27.0% | +347.4% | -320.5% | +18.9% |
| 5Y | +68.7% | +290.1% | -221.5% | +58.0% |
| 10Y | +181.1% | +357.8% | -176.7% | +158.5% |
| All | +11,275.8% | +3,538.8% | +7,737.0% | +9,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling