+1,900.1%
LMT vs AMT
+1,431.6%
+468.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -11.0% | +0.5% | -11.5% | -11.0% |
| 30D | +13.6% | +13.6% | 0.0% | +12.1% |
| 3M | -2.1% | +11.5% | -13.6% | -3.2% |
| 6M | +11.7% | +6.9% | +4.7% | +10.7% |
| YTD | +19.4% | +10.8% | +8.5% | +17.8% |
| 1Y | +24.1% | +10.3% | +13.7% | +22.5% |
| 3Y | +36.2% | +12.4% | +23.7% | +33.6% |
| 5Y | +90.7% | -20.1% | +110.8% | +92.0% |
| 10Y | +212.5% | +116.8% | +95.6% | +190.3% |
| All | +1,900.1% | +1,431.6% | +468.5% | +1,536.5% |
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 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