+688.6%
CAT vs LMT
+197.1%
+491.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +7.4% | +5.1% | +2.3% | +5.4% |
| 30D | -19.7% | +14.1% | -33.8% | -24.2% |
| 3M | -29.6% | +0.3% | -29.9% | -30.1% |
| 6M | -33.2% | +16.1% | -49.3% | -38.1% |
| YTD | +5.7% | +25.5% | -19.8% | -6.1% |
| 1Y | +9.3% | +34.1% | -24.8% | -5.8% |
| 3Y | +158.3% | +45.1% | +113.2% | +106.6% |
| 5Y | +211.6% | +100.9% | +110.6% | +100.3% |
| All | +688.6% | +197.1% | +491.6% | +335.9% |
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