+36.5%
LMT vs AME
+54.6%
-18.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -10.8% | -8.6% | -2.2% | -9.7% |
| 3M | +1.6% | +5.8% | -4.2% | +0.8% |
| 6M | -17.6% | +3.8% | -21.4% | -18.1% |
| YTD | +11.6% | +14.4% | -2.9% | +9.6% |
| 1Y | +17.2% | +25.8% | -8.5% | +13.9% |
| All | +36.5% | +54.6% | -18.1% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling