+187.0%
LMT vs AMT
+96.3%
+90.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | -12.5% | +3.7% | -16.2% | -13.4% |
| 3M | -0.5% | -7.2% | +6.7% | +1.4% |
| 6M | -20.0% | -4.2% | -15.9% | -19.5% |
| YTD | +10.4% | +1.9% | +8.5% | +9.0% |
| 1Y | +17.7% | -6.4% | +24.1% | +18.9% |
| 3Y | +34.3% | +7.7% | +26.5% | +26.6% |
| 5Y | +71.8% | -30.9% | +102.7% | +85.5% |
| 10Y | +187.0% | +105.4% | +81.6% | +155.5% |
| All | +187.0% | +96.3% | +90.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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