+32.0%
LMT vs AMIX
-99.9%
+131.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | -6.3% | -13.7% | +7.5% | -6.2% |
| 30D | -8.5% | -62.1% | +53.6% | -8.4% |
| 3M | +1.8% | -46.2% | +48.0% | +2.1% |
| 6M | -19.9% | -46.4% | +26.5% | -19.8% |
| YTD | +10.6% | -60.3% | +70.8% | +11.0% |
| 1Y | +17.9% | -79.7% | +97.6% | +18.8% |
| All | +32.0% | -99.9% | +131.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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