+170.1%
AMAT vs LMT
+48.5%
+121.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +4.9% | +6.0% |
| 7D | +7.0% | +2.5% | +4.4% | +6.8% |
| 30D | -20.6% | +19.2% | -39.8% | -20.4% |
| 3M | -24.8% | +2.7% | -27.4% | -24.3% |
| 6M | -10.7% | +20.6% | -31.3% | -10.7% |
| YTD | +54.3% | +28.4% | +25.9% | +54.5% |
| 1Y | +73.7% | +36.9% | +36.8% | +73.9% |
| All | +170.1% | +48.5% | +121.6% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling