+6,087.5%
LMT vs AZN
+4,360.5%
+1,727.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | -12.5% | -3.1% | -9.4% | -12.0% |
| 3M | -0.5% | -14.4% | +14.0% | +2.7% |
| 6M | -20.0% | -19.5% | -0.5% | -16.5% |
| YTD | +10.4% | -13.8% | +24.1% | +13.4% |
| 1Y | +17.7% | -2.4% | +20.1% | +17.3% |
| 3Y | +34.3% | +21.3% | +13.0% | +26.2% |
| 5Y | +71.8% | +53.6% | +18.2% | +50.9% |
| 10Y | +187.0% | +220.1% | -33.2% | +109.6% |
| All | +6,087.5% | +4,360.5% | +1,727.0% | +3,194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling