+71.8%
LMT vs AME
+83.9%
-12.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.3% | +1.3% | -2.7% | -1.6% |
| 30D | -12.5% | -6.6% | -5.9% | -11.5% |
| 3M | -0.5% | +3.0% | -3.4% | -1.1% |
| 6M | -20.0% | +5.3% | -25.3% | -21.0% |
| YTD | +10.4% | +15.4% | -5.0% | +7.2% |
| 1Y | +17.7% | +26.8% | -9.1% | +12.3% |
| 3Y | +34.3% | +56.5% | -22.2% | +21.3% |
| 5Y | +71.8% | +85.2% | -13.4% | +43.7% |
| All | +71.8% | +83.9% | -12.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling