+19.8%
LMT vs AMC
-6.9%
+26.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.0% |
| 7D | -1.5% | -0.8% | -0.8% | -1.5% |
| 30D | -8.2% | -1.2% | -7.1% | -8.2% |
| 3M | +3.7% | +42.2% | -38.5% | +4.4% |
| 6M | -19.2% | +118.8% | -138.0% | -18.4% |
| YTD | +12.9% | +64.1% | -51.2% | +13.6% |
| 1Y | +19.8% | -9.5% | +29.3% | +19.5% |
| All | +19.8% | -6.9% | +26.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling