+1,162.1%
AMAT vs LMT
+207.9%
+954.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.8% |
| 7D | -14.7% | -11.0% | -3.7% | -11.2% |
| 30D | -36.1% | +13.6% | -49.7% | -39.1% |
| 3M | -36.9% | -2.1% | -34.8% | -36.8% |
| 6M | -22.2% | +11.7% | -33.9% | -26.5% |
| YTD | +29.9% | +19.4% | +10.6% | +18.7% |
| 1Y | +43.3% | +24.1% | +19.2% | +28.6% |
| 3Y | +142.7% | +36.2% | +106.5% | +101.6% |
| 5Y | +126.2% | +90.7% | +35.5% | +49.0% |
| All | +1,162.1% | +207.9% | +954.2% | +653.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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