+54,540.2%
AMGN vs LMT
+11,692.1%
+42,848.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -11.6% | -1.3% | -10.3% | -11.4% |
| 30D | -5.7% | -12.5% | +6.8% | -2.6% |
| 3M | +14.2% | -0.5% | +14.7% | +13.8% |
| 6M | +5.2% | -20.0% | +25.2% | +10.7% |
| YTD | +22.0% | +10.4% | +11.6% | +17.6% |
| 1Y | +43.6% | +17.7% | +25.9% | +35.9% |
| 3Y | +65.0% | +34.3% | +30.7% | +48.8% |
| 5Y | +112.0% | +71.8% | +40.2% | +76.6% |
| 10Y | +216.6% | +187.0% | +29.6% | +127.9% |
| All | +54,540.2% | +11,692.1% | +42,848.0% | +18,694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling