+1,752.7%
LMT vs AMT
+1,311.4%
+441.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -8.5% | +4.6% | -13.1% | -8.9% |
| 3M | +1.8% | -8.4% | +10.3% | +2.6% |
| 6M | -19.9% | -6.0% | -13.9% | -19.6% |
| YTD | +10.6% | +2.1% | +8.4% | +10.1% |
| 1Y | +17.9% | -6.4% | +24.3% | +18.4% |
| 3Y | +27.0% | +8.1% | +18.9% | +25.0% |
| 5Y | +68.7% | -31.9% | +100.6% | +72.5% |
| 10Y | +181.1% | +97.1% | +84.0% | +163.6% |
| All | +1,752.7% | +1,311.4% | +441.3% | +1,429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling