+183.3%
CAT vs LMT
+89.7%
+93.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -10.3% | -11.0% | +0.7% | -8.5% |
| 30D | -31.2% | +13.6% | -44.8% | -32.9% |
| 3M | -34.7% | -2.1% | -32.6% | -34.5% |
| 6M | -39.5% | +11.7% | -51.2% | -41.1% |
| YTD | -1.7% | +19.4% | -21.0% | -5.8% |
| 1Y | -1.1% | +24.1% | -25.2% | -6.1% |
| 3Y | +143.9% | +36.2% | +107.7% | +121.5% |
| All | +183.3% | +89.7% | +93.5% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling