+35.0%
LMT vs AZN
+28.0%
+7.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -0.2% | -1.6% | +1.3% | 0.0% |
| 30D | -13.1% | +1.1% | -14.1% | -13.2% |
| 3M | -3.9% | -12.1% | +8.3% | -2.1% |
| 6M | -18.3% | -17.1% | -1.1% | -16.2% |
| YTD | +10.3% | -12.0% | +22.3% | +12.2% |
| 1Y | +14.2% | -0.2% | +14.5% | +14.1% |
| 3Y | +35.0% | +26.8% | +8.2% | +30.7% |
| All | +35.0% | +28.0% | +7.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling