+195.5%
AMGN vs LMT
+188.6%
+7.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | -13.1% | +4.3% | -5.3% |
| 3M | +7.2% | -3.9% | +11.1% | +7.8% |
| 6M | +1.3% | -18.3% | +19.5% | +6.6% |
| YTD | +17.6% | +10.3% | +7.3% | +12.4% |
| 1Y | +37.2% | +14.2% | +22.9% | +29.4% |
| 3Y | +57.7% | +35.0% | +22.8% | +37.7% |
| 5Y | +106.3% | +73.2% | +33.0% | +59.5% |
| All | +195.5% | +188.6% | +7.0% | +88.7% |
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