+814.4%
LMT vs AMBA
+772.6%
+41.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -1.8% |
| 7D | -11.0% | -7.2% | -3.7% | -10.7% |
| 30D | +13.6% | -10.4% | +24.0% | +14.0% |
| 3M | -2.1% | -30.1% | +28.0% | -0.7% |
| 6M | +11.7% | -22.4% | +34.1% | +11.9% |
| YTD | +19.4% | -17.3% | +36.7% | +19.0% |
| 1Y | +24.1% | -35.4% | +59.4% | +24.9% |
| 3Y | +36.2% | +18.6% | +17.5% | +30.2% |
| 5Y | +90.7% | -69.8% | +160.5% | +93.1% |
| 10Y | +212.5% | +1.1% | +211.4% | +168.9% |
| All | +814.4% | +772.6% | +41.9% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling