+14.6%
LMT vs AMRZ
-20.1%
+34.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -7.5% | +7.3% | +0.1% |
| 30D | -13.1% | -12.4% | -0.7% | -12.7% |
| 3M | -3.9% | -22.4% | +18.5% | -2.9% |
| 6M | -18.3% | -29.5% | +11.3% | -17.0% |
| YTD | +10.3% | -24.1% | +34.5% | +11.1% |
| 1Y | +14.2% | -26.3% | +40.5% | +15.3% |
| All | +14.6% | -20.1% | +34.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling