+1,090.6%
CCL vs LMT
+13,616.5%
-12,525.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -1.5% | +2.5% | -4.1% | -2.2% |
| 30D | +16.5% | +19.2% | -2.7% | +10.2% |
| 3M | +11.2% | +2.7% | +8.5% | +9.7% |
| 6M | +22.6% | +20.6% | +2.0% | +14.7% |
| YTD | +2.6% | +28.4% | -25.8% | -6.5% |
| 1Y | +17.0% | +36.9% | -20.0% | +4.6% |
| 3Y | +145.5% | +48.5% | +97.0% | +109.6% |
| 5Y | +36.1% | +107.6% | -71.5% | +2.8% |
| 10Y | -29.4% | +206.5% | -235.9% | -50.9% |
| All | +1,090.6% | +13,616.5% | -12,525.9% | +267.2% |
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