+1,431.3%
LMT vs AMP
+2,089.3%
-658.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.5% | -1.0% | -11.5% | -12.3% |
| 3M | -0.5% | +23.2% | -23.7% | -5.7% |
| 6M | -20.0% | +20.4% | -40.4% | -23.9% |
| YTD | +10.4% | +13.6% | -3.3% | +6.3% |
| 1Y | +17.7% | +13.4% | +4.4% | +13.1% |
| 3Y | +34.3% | +66.5% | -32.2% | +14.7% |
| 5Y | +71.8% | +120.2% | -48.4% | +32.9% |
| 10Y | +187.0% | +576.5% | -389.5% | +56.9% |
| All | +1,431.3% | +2,089.3% | -658.0% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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