+11,511.2%
LMT vs AIG
-23.1%
+11,534.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.3% |
| 7D | -1.5% | -1.6% | 0.0% | -1.3% |
| 30D | -8.2% | -5.2% | -3.0% | -7.6% |
| 3M | +3.7% | +1.5% | +2.3% | +3.5% |
| 6M | -19.2% | -3.9% | -15.2% | -18.9% |
| YTD | +12.9% | -11.6% | +24.5% | +14.3% |
| 1Y | +19.8% | -2.9% | +22.7% | +19.8% |
| 3Y | +37.3% | +33.7% | +3.5% | +31.2% |
| 5Y | +74.4% | +52.7% | +21.7% | +62.3% |
| 10Y | +188.9% | +62.6% | +126.3% | +158.8% |
| All | +11,511.2% | -23.1% | +11,534.3% | +6,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling