+14.9%
LMT vs AMRZ
-13.6%
+28.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -6.3% | -1.9% | -4.4% | -6.2% |
| 30D | -8.5% | -16.9% | +8.4% | -7.8% |
| 3M | +1.8% | -19.2% | +21.0% | +2.7% |
| 6M | -19.9% | -29.3% | +9.3% | -18.4% |
| YTD | +10.6% | -18.0% | +28.5% | +11.0% |
| 1Y | +17.9% | -15.1% | +33.0% | +18.1% |
| All | +14.9% | -13.6% | +28.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling