+17,723.7%
CAT vs LMT
+12,650.4%
+5,073.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -10.3% | -11.0% | +0.7% | -6.7% |
| 30D | -31.2% | +13.6% | -44.8% | -34.4% |
| 3M | -34.7% | -2.1% | -32.6% | -34.6% |
| 6M | -39.5% | +11.7% | -51.2% | -42.4% |
| YTD | -1.7% | +19.4% | -21.0% | -8.9% |
| 1Y | -1.1% | +24.1% | -25.2% | -9.7% |
| 3Y | +143.9% | +36.2% | +107.7% | +111.4% |
| 5Y | +194.8% | +90.7% | +104.1% | +123.9% |
| 10Y | +739.8% | +212.5% | +527.3% | +441.7% |
| All | +17,723.7% | +12,650.4% | +5,073.3% | +4,739.5% |
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