+25,808.1%
CAT vs LMT
+11,710.5%
+14,097.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.2% |
| 7D | +1.7% | -6.3% | +8.0% | +3.9% |
| 30D | -6.6% | -8.5% | +1.9% | -3.9% |
| 3M | -13.3% | +1.8% | -15.1% | -14.5% |
| 6M | +11.6% | -19.9% | +31.6% | +19.1% |
| YTD | +42.9% | +10.6% | +32.4% | +36.5% |
| 1Y | +95.4% | +17.9% | +77.5% | +82.2% |
| 3Y | +196.6% | +27.0% | +169.6% | +163.7% |
| 5Y | +321.7% | +68.7% | +253.0% | +234.6% |
| 10Y | +1,140.8% | +181.1% | +959.7% | +731.5% |
| All | +25,808.1% | +11,710.5% | +14,097.5% | +7,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling