+1,034.4%
CCL vs LMT
+13,301.5%
-12,267.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -1.2% | +5.1% | -6.3% | -2.6% |
| 30D | +13.1% | +14.1% | -1.0% | +8.5% |
| 3M | +3.4% | +0.3% | +3.1% | +2.7% |
| 6M | +18.7% | +16.1% | +2.6% | +12.4% |
| YTD | -2.3% | +25.5% | -27.7% | -10.3% |
| 1Y | +14.2% | +34.1% | -19.9% | +2.8% |
| 3Y | +133.6% | +45.1% | +88.5% | +100.8% |
| 5Y | +33.5% | +100.9% | -67.4% | +1.9% |
| 10Y | -32.8% | +199.4% | -232.2% | -52.9% |
| All | +1,034.4% | +13,301.5% | -12,267.2% | +252.2% |
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