+6,507.0%
CDNS vs LMT
+13,301.5%
-6,794.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | +1.0% | +5.1% | -4.1% | -0.3% |
| 30D | -2.0% | +14.1% | -16.1% | -5.4% |
| 3M | -0.2% | +0.3% | -0.5% | -0.8% |
| 6M | -8.9% | +16.1% | -25.0% | -13.1% |
| YTD | +3.3% | +25.5% | -22.1% | -4.0% |
| 1Y | +2.2% | +34.1% | -31.9% | -6.7% |
| 3Y | +22.4% | +45.1% | -22.7% | +7.1% |
| 5Y | +78.0% | +100.9% | -22.9% | +40.3% |
| 10Y | +1,175.2% | +199.4% | +975.8% | +786.7% |
| All | +6,507.0% | +13,301.5% | -6,794.5% | +1,977.9% |
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