+1,591.4%
AMAT vs LMT
+182.4%
+1,409.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.8% |
| 7D | -1.5% | -6.3% | +4.8% | +0.8% |
| 30D | -14.8% | -8.5% | -6.3% | -12.2% |
| 3M | -9.3% | +1.8% | -11.1% | -10.7% |
| 6M | +27.4% | -19.9% | +47.3% | +37.0% |
| YTD | +77.6% | +10.6% | +67.0% | +67.6% |
| 1Y | +188.9% | +17.9% | +171.0% | +165.1% |
| 3Y | +202.3% | +27.0% | +175.3% | +158.0% |
| 5Y | +248.9% | +68.7% | +180.2% | +144.0% |
| All | +1,591.4% | +182.4% | +1,409.0% | +931.6% |
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