+206.5%
LMT vs AMT
+134.0%
+72.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.5% | -2.4% | +4.9% | +3.2% |
| 30D | +19.2% | +4.2% | +15.0% | +17.7% |
| 3M | +2.7% | +13.4% | -10.7% | -1.3% |
| 6M | +20.6% | +9.4% | +11.2% | +16.7% |
| YTD | +28.4% | +11.7% | +16.7% | +23.1% |
| 1Y | +36.9% | +7.1% | +29.8% | +32.9% |
| 3Y | +48.5% | +15.1% | +33.5% | +37.4% |
| 5Y | +107.6% | -17.9% | +125.5% | +111.3% |
| 10Y | +206.5% | +133.5% | +72.9% | +156.7% |
| All | +206.5% | +134.0% | +72.5% | +156.7% |
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