+5,721.4%
CDNS vs LMT
+11,692.1%
-5,970.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -7.2% | -1.3% | -5.9% | -6.9% |
| 30D | -14.3% | -12.5% | -1.7% | -11.4% |
| 3M | -27.2% | -0.5% | -26.7% | -27.5% |
| 6M | -4.5% | -20.0% | +15.5% | +0.3% |
| YTD | -9.0% | +10.4% | -19.3% | -12.3% |
| 1Y | -21.3% | +17.7% | -39.0% | -25.6% |
| 3Y | +19.6% | +34.3% | -14.7% | +6.9% |
| 5Y | +71.5% | +71.8% | -0.3% | +40.7% |
| 10Y | +1,036.6% | +187.0% | +849.6% | +699.7% |
| All | +5,721.4% | +11,692.1% | -5,970.7% | +1,797.9% |
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