+185.8%
LMT vs AZO
+296.8%
-111.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.6% |
| 30D | -13.1% | -5.6% | -7.5% | -11.9% |
| 3M | -3.9% | -6.6% | +2.8% | -2.6% |
| 6M | -18.3% | -22.5% | +4.3% | -13.7% |
| YTD | +10.3% | -15.2% | +25.5% | +13.6% |
| 1Y | +14.2% | -33.9% | +48.2% | +24.8% |
| 3Y | +35.0% | +11.8% | +23.2% | +27.9% |
| 5Y | +73.2% | +85.5% | -12.3% | +40.8% |
| All | +185.8% | +296.8% | -111.0% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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