-34.0%
CCL vs LMT
+197.1%
-231.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.2% |
| 7D | -1.2% | +5.1% | -6.3% | -3.1% |
| 30D | +13.1% | +14.1% | -1.0% | +6.4% |
| 3M | +3.4% | +0.3% | +3.1% | +2.4% |
| 6M | +18.7% | +16.1% | +2.6% | +9.4% |
| YTD | -2.3% | +25.5% | -27.7% | -14.6% |
| 1Y | +14.2% | +34.1% | -19.9% | -3.4% |
| 3Y | +133.6% | +45.1% | +88.5% | +79.4% |
| 5Y | +33.5% | +100.9% | -67.4% | -22.5% |
| All | -34.0% | +197.1% | -231.1% | -64.1% |
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 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