+848.4%
LMT vs AMCR
+97.2%
+751.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | -1.3% | -6.3% | +4.9% | -0.2% |
| 30D | -12.5% | -7.1% | -5.4% | -11.4% |
| 3M | -0.5% | +12.7% | -13.1% | -2.8% |
| 6M | -20.0% | +5.2% | -25.2% | -21.1% |
| YTD | +10.4% | +8.1% | +2.3% | +8.0% |
| 1Y | +17.7% | +11.7% | +6.0% | +14.3% |
| 3Y | +34.3% | +9.9% | +24.4% | +29.4% |
| 5Y | +71.8% | -8.7% | +80.5% | +70.3% |
| 10Y | +187.0% | +16.8% | +170.2% | +159.7% |
| All | +848.4% | +97.2% | +751.2% | +768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling