+417.1%
LMT vs AMC
-98.1%
+515.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -1.5% |
| 7D | -6.3% | +2.3% | -8.6% | -6.3% |
| 30D | -8.5% | -0.7% | -7.7% | -8.5% |
| 3M | +1.8% | +35.2% | -33.4% | +1.2% |
| 6M | -19.9% | +124.6% | -144.5% | -21.0% |
| YTD | +10.6% | +69.9% | -59.3% | +9.4% |
| 1Y | +17.9% | -2.6% | +20.5% | +17.5% |
| 3Y | +27.0% | -79.8% | +106.7% | +27.8% |
| 5Y | +68.7% | -99.4% | +168.1% | +74.9% |
| 10Y | +181.1% | -98.9% | +280.0% | +179.9% |
| All | +417.1% | -98.1% | +515.2% | +372.9% |
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