+188.9%
LMT vs AMBA
-5.3%
+194.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +2.0% |
| 7D | -1.5% | -6.4% | +4.9% | -1.3% |
| 30D | -8.2% | -26.8% | +18.6% | -7.2% |
| 3M | +3.7% | -7.6% | +11.4% | +3.6% |
| 6M | -19.2% | +21.2% | -40.4% | -20.5% |
| YTD | +12.9% | -10.4% | +23.2% | +12.3% |
| 1Y | +19.8% | -24.4% | +44.2% | +19.7% |
| 3Y | +37.3% | +6.0% | +31.3% | +32.7% |
| 5Y | +74.4% | -53.9% | +128.3% | +70.4% |
| 10Y | +188.9% | -6.2% | +195.1% | +132.9% |
| All | +188.9% | -5.3% | +194.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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