+17.9%
LMT vs AZN
+0.4%
+17.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -8.5% | +0.7% | -9.2% | -8.6% |
| 3M | +1.8% | -10.5% | +12.3% | +3.6% |
| 6M | -19.9% | -19.3% | -0.7% | -17.9% |
| YTD | +10.6% | -10.6% | +21.2% | +12.8% |
| 1Y | +17.9% | +0.5% | +17.4% | +19.9% |
| All | +17.9% | +0.4% | +17.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling