+99.9%
LMT vs AMBA
-69.7%
+169.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +5.1% | +2.7% | +2.4% | +5.1% |
| 30D | +14.1% | -2.2% | +16.3% | +14.1% |
| 3M | +0.3% | -26.6% | +26.9% | +0.1% |
| 6M | +16.1% | -26.8% | +42.9% | +16.0% |
| YTD | +25.5% | -15.1% | +40.6% | +25.6% |
| 1Y | +34.1% | -32.3% | +66.4% | +33.9% |
| 3Y | +45.1% | +19.8% | +25.3% | +45.7% |
| All | +99.9% | -69.7% | +169.6% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling