+607.3%
CEG vs LMT
+60.1%
+547.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +0.3% | -0.5% | +0.9% | +0.4% |
| 30D | +2.9% | -10.8% | +13.7% | +4.8% |
| 3M | +18.2% | +1.6% | +16.6% | +17.3% |
| 6M | -9.5% | -17.6% | +8.0% | -6.3% |
| YTD | -18.7% | +11.6% | -30.3% | -21.1% |
| 1Y | -10.1% | +17.2% | -27.4% | -13.9% |
| 3Y | +168.3% | +35.7% | +132.6% | +137.3% |
| All | +607.3% | +60.1% | +547.3% | +529.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling