+593.1%
CEG vs LMT
+80.0%
+513.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.6% |
| 7D | +12.1% | +5.1% | +7.0% | +11.3% |
| 30D | +0.2% | +14.1% | -13.9% | -1.7% |
| 3M | +0.7% | +0.3% | +0.4% | +0.8% |
| 6M | +2.2% | +16.1% | -13.9% | -0.6% |
| YTD | -20.3% | +25.5% | -45.8% | -24.0% |
| 1Y | -16.1% | +34.1% | -50.2% | -21.2% |
| 3Y | +134.7% | +45.1% | +89.6% | +108.9% |
| All | +593.1% | +80.0% | +513.1% | +506.7% |
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