+134.7%
CEG vs LMT
+45.1%
+89.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.8% |
| 7D | +12.1% | +5.1% | +7.0% | +12.0% |
| 30D | +0.2% | +14.1% | -13.9% | +0.6% |
| 3M | +0.7% | +0.3% | +0.4% | +1.4% |
| 6M | +2.2% | +16.1% | -13.9% | +2.5% |
| YTD | -20.3% | +25.5% | -45.8% | -19.7% |
| 1Y | -16.1% | +34.1% | -50.2% | -15.4% |
| 3Y | +134.7% | +45.1% | +89.6% | +142.9% |
| All | +134.7% | +45.1% | +89.6% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling