+99.9%
LMT vs AMC
-99.2%
+199.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.3% |
| 7D | +5.1% | +3.5% | +1.6% | +5.1% |
| 30D | +14.1% | +12.5% | +1.7% | +14.1% |
| 3M | +0.3% | +23.6% | -23.3% | +0.2% |
| 6M | +16.1% | +144.4% | -128.3% | +15.2% |
| YTD | +25.5% | +108.3% | -82.9% | +24.6% |
| 1Y | +34.1% | +38.9% | -4.8% | +33.6% |
| 3Y | +45.1% | -58.9% | +103.9% | +45.5% |
| All | +99.9% | -99.2% | +199.0% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling