+677.7%
CAT vs LMT
+204.4%
+473.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.4% |
| 7D | -6.3% | -5.6% | -0.7% | -4.1% |
| 30D | -26.8% | +18.4% | -45.2% | -31.9% |
| 3M | -30.0% | +0.6% | -30.7% | -30.7% |
| 6M | -34.6% | +20.6% | -55.2% | -40.4% |
| YTD | +2.9% | +27.0% | -24.0% | -9.0% |
| 1Y | +3.3% | +36.9% | -33.6% | -11.8% |
| 3Y | +153.7% | +46.9% | +106.8% | +101.9% |
| 5Y | +207.3% | +104.2% | +103.1% | +96.2% |
| All | +677.7% | +204.4% | +473.3% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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