+109.1%
AMGN vs LMT
+73.4%
+35.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -13.9% | -0.5% | -13.4% | -13.8% |
| 30D | -7.1% | -10.8% | +3.6% | -5.7% |
| 3M | +13.9% | +1.6% | +12.3% | +13.3% |
| 6M | +3.2% | -17.6% | +20.8% | +5.6% |
| YTD | +19.2% | +11.6% | +7.7% | +16.2% |
| 1Y | +41.1% | +17.2% | +23.9% | +36.2% |
| 3Y | +61.3% | +35.7% | +25.6% | +49.9% |
| 5Y | +109.1% | +75.2% | +33.9% | +87.6% |
| All | +109.1% | +73.4% | +35.6% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling