+11,275.8%
LMT vs AME
+18,709.1%
-7,433.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -8.5% | -6.7% | -1.8% | -7.0% |
| 3M | +1.8% | +4.1% | -2.2% | +0.7% |
| 6M | -19.9% | +1.6% | -21.5% | -20.6% |
| YTD | +10.6% | +16.1% | -5.6% | +6.2% |
| 1Y | +17.9% | +27.3% | -9.4% | +10.7% |
| 3Y | +27.0% | +50.9% | -23.9% | +13.0% |
| 5Y | +68.7% | +81.4% | -12.7% | +42.3% |
| 10Y | +181.1% | +417.0% | -235.9% | +87.8% |
| All | +11,275.8% | +18,709.1% | -7,433.3% | +5,022.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling