-1.8%
CEG vs LMT
+17.6%
-19.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | +1.3% | -1.3% | +2.7% | +1.4% |
| 30D | +8.8% | -12.5% | +21.4% | +9.4% |
| 3M | +17.0% | -0.5% | +17.4% | +16.6% |
| 6M | -8.7% | -20.0% | +11.3% | -5.6% |
| YTD | -16.4% | +10.4% | -26.8% | -16.1% |
| 1Y | -1.8% | +17.7% | -19.5% | -5.2% |
| All | -1.8% | +17.6% | -19.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling