+15.9%
LMT vs AMRZ
-20.3%
+36.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | -0.5% | -8.1% | +7.6% | -0.2% |
| 30D | -10.8% | -14.8% | +4.1% | -10.3% |
| 3M | +1.6% | -19.7% | +21.3% | +2.4% |
| 6M | -17.6% | -30.8% | +13.3% | -16.2% |
| YTD | +11.6% | -24.3% | +35.9% | +12.4% |
| 1Y | +17.2% | -24.0% | +41.3% | +18.0% |
| All | +15.9% | -20.3% | +36.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling