+25.9%
LMT vs AME
+21.1%
+4.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.3% | -6.2% |
| 7D | -5.5% | -4.4% | -1.1% | -4.9% |
| 30D | +17.5% | -5.9% | +23.3% | +18.4% |
| 3M | +1.6% | -6.5% | +8.1% | +2.6% |
| 6M | +16.3% | +3.2% | +13.1% | +15.3% |
| YTD | +25.3% | +16.0% | +9.2% | +19.5% |
| 1Y | +25.9% | +20.4% | +5.4% | +19.9% |
| All | +25.9% | +21.1% | +4.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling