+185.8%
LMT vs AZN
+223.4%
-37.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -0.2% | -1.6% | +1.3% | +0.1% |
| 30D | -13.1% | +1.1% | -14.1% | -13.3% |
| 3M | -3.9% | -12.1% | +8.3% | -1.3% |
| 6M | -18.3% | -17.1% | -1.1% | -15.1% |
| YTD | +10.3% | -12.0% | +22.3% | +12.8% |
| 1Y | +14.2% | -0.2% | +14.5% | +13.2% |
| 3Y | +35.0% | +26.8% | +8.2% | +25.0% |
| 5Y | +73.2% | +56.9% | +16.4% | +48.8% |
| All | +185.8% | +223.4% | -37.6% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling