+14.2%
LMT vs AMCR
+9.4%
+4.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -0.2% | -6.3% | +6.1% | +0.3% |
| 30D | -13.1% | -7.8% | -5.3% | -12.6% |
| 3M | -3.9% | +7.5% | -11.4% | -4.7% |
| 6M | -18.3% | +2.7% | -20.9% | -19.4% |
| YTD | +10.3% | +6.0% | +4.3% | +8.9% |
| 1Y | +14.2% | +7.8% | +6.4% | +15.0% |
| All | +14.2% | +9.4% | +4.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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