+185.8%
LMT vs AIG
+66.2%
+119.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -1.2% | +0.9% | +0.1% |
| 30D | -13.1% | -1.1% | -12.0% | -12.8% |
| 3M | -3.9% | +0.7% | -4.6% | -4.2% |
| 6M | -18.3% | -2.2% | -16.1% | -18.1% |
| YTD | +10.3% | -10.8% | +21.2% | +12.9% |
| 1Y | +14.2% | -2.0% | +16.3% | +13.8% |
| 3Y | +35.0% | +34.8% | +0.1% | +22.1% |
| 5Y | +73.2% | +55.0% | +18.2% | +47.1% |
| All | +185.8% | +66.2% | +119.6% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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