+747.0%
LMT vs AMBA
+837.3%
-90.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -6.3% | -11.0% | +4.7% | -5.8% |
| 30D | -8.5% | -23.2% | +14.7% | -7.5% |
| 3M | +1.8% | -12.7% | +14.5% | +1.9% |
| 6M | -19.9% | +11.2% | -31.2% | -21.1% |
| YTD | +10.6% | -11.2% | +21.8% | +10.0% |
| 1Y | +17.9% | -22.5% | +40.5% | +17.7% |
| 3Y | +27.0% | -1.3% | +28.3% | +23.0% |
| 5Y | +68.7% | -54.2% | +122.8% | +65.3% |
| 10Y | +181.1% | -6.1% | +187.2% | +143.3% |
| All | +747.0% | +837.3% | -90.2% | +457.3% |
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