+807.8%
CCL vs LMT
+11,710.5%
-10,902.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | -5.0% | -6.3% | +1.2% | -3.3% |
| 30D | -20.3% | -8.5% | -11.9% | -18.4% |
| 3M | -15.1% | +1.8% | -17.0% | -16.1% |
| 6M | -15.1% | -19.9% | +4.8% | -10.2% |
| YTD | -21.8% | +10.6% | -32.4% | -25.1% |
| 1Y | -24.8% | +17.9% | -42.7% | -29.5% |
| 3Y | +51.9% | +27.0% | +24.9% | +35.9% |
| 5Y | +4.0% | +68.7% | -64.6% | -16.2% |
| 10Y | -42.2% | +181.1% | -223.3% | -58.5% |
| All | +807.8% | +11,710.5% | -10,902.8% | +193.9% |
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