+145.2%
CCL vs LMT
+48.5%
+96.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.5% | +2.5% | -4.1% | -1.5% |
| 30D | +16.5% | +19.2% | -2.7% | +16.9% |
| 3M | +11.2% | +2.7% | +8.5% | +11.5% |
| 6M | +22.6% | +20.6% | +2.0% | +23.3% |
| YTD | +2.6% | +28.4% | -25.8% | +2.5% |
| 1Y | +17.0% | +36.9% | -20.0% | +17.1% |
| All | +145.2% | +48.5% | +96.7% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling