+11,511.2%
LMT vs AEP
+2,240.6%
+9,270.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.8% |
| 7D | -1.5% | +2.0% | -3.5% | -2.1% |
| 30D | -8.2% | +0.5% | -8.8% | -8.4% |
| 3M | +3.7% | -0.3% | +4.0% | +3.8% |
| 6M | -19.2% | -3.5% | -15.7% | -18.5% |
| YTD | +12.9% | +11.3% | +1.6% | +8.8% |
| 1Y | +19.8% | +20.2% | -0.4% | +12.5% |
| 3Y | +37.3% | +79.8% | -42.5% | +12.6% |
| 5Y | +74.4% | +65.6% | +8.8% | +45.9% |
| 10Y | +188.9% | +169.3% | +19.6% | +108.7% |
| All | +11,511.2% | +2,240.6% | +9,270.7% | +3,923.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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