+89.7%
LMT vs AMC
-99.3%
+188.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -11.0% | +2.6% | -13.6% | -11.0% |
| 30D | +13.6% | +9.0% | +4.6% | +13.5% |
| 3M | -2.1% | +22.2% | -24.3% | -2.2% |
| 6M | +11.7% | +91.5% | -79.8% | +11.0% |
| YTD | +19.4% | +101.3% | -81.9% | +18.5% |
| 1Y | +24.1% | +20.8% | +3.3% | +23.7% |
| 3Y | +36.2% | -71.3% | +107.5% | +37.2% |
| All | +89.7% | -99.3% | +188.9% | +100.8% |
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