+190.4%
LMT vs AME
+444.5%
-254.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | +5.1% | +5.9% | -0.8% | +2.7% |
| 30D | +14.1% | -1.9% | +16.0% | +14.8% |
| 3M | +0.3% | -5.4% | +5.7% | +2.1% |
| 6M | +16.1% | +4.9% | +11.2% | +12.9% |
| YTD | +25.5% | +18.5% | +7.0% | +15.3% |
| 1Y | +34.1% | +25.5% | +8.7% | +20.2% |
| 3Y | +45.1% | +63.0% | -17.9% | +11.9% |
| 5Y | +100.9% | +78.3% | +22.6% | +44.6% |
| All | +190.4% | +444.5% | -254.1% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling