+70.8%
CDNS vs LMT
+73.4%
-2.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | -13.0% | -10.8% | -2.2% | -13.2% |
| 3M | -26.0% | +1.6% | -27.6% | -25.9% |
| 6M | -2.8% | -17.6% | +14.7% | -2.7% |
| YTD | -8.8% | +11.6% | -20.4% | -8.6% |
| 1Y | -15.8% | +17.2% | -33.1% | -15.6% |
| 3Y | +19.7% | +35.7% | -16.0% | +17.7% |
| 5Y | +70.8% | +75.2% | -4.4% | +63.5% |
| All | +70.8% | +73.4% | -2.7% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling