+639.5%
CEG vs LMT
+58.6%
+580.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.1% |
| 7D | +8.0% | -6.3% | +14.3% | +9.2% |
| 30D | +12.9% | -8.5% | +21.4% | +14.5% |
| 3M | +13.2% | +1.8% | +11.3% | +12.2% |
| 6M | -7.0% | -19.9% | +13.0% | -3.1% |
| YTD | -15.0% | +10.6% | -25.6% | -17.4% |
| 1Y | -2.7% | +17.9% | -20.7% | -7.0% |
| 3Y | +184.1% | +27.0% | +157.1% | +158.3% |
| All | +639.5% | +58.6% | +580.9% | +559.6% |
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