+500.5%
LMT vs AMC
-97.5%
+598.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +2.5% | -2.8% | +5.4% | +2.6% |
| 30D | +19.2% | +14.0% | +5.2% | +19.0% |
| 3M | +2.7% | +42.5% | -39.8% | +2.2% |
| 6M | +20.6% | +142.6% | -121.9% | +18.9% |
| YTD | +28.4% | +119.2% | -90.8% | +26.6% |
| 1Y | +36.9% | +40.7% | -3.8% | +35.7% |
| 3Y | +48.5% | -57.3% | +105.8% | +48.3% |
| 5Y | +107.6% | -99.1% | +206.7% | +114.3% |
| 10Y | +206.5% | -98.7% | +305.2% | +209.2% |
| All | +500.5% | -97.5% | +598.0% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling