+1,914.6%
CLS vs LMT
+197.1%
+1,717.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.1% |
| 7D | +16.3% | +5.1% | +11.2% | +15.2% |
| 30D | -25.7% | +14.1% | -39.8% | -27.8% |
| 3M | -30.9% | +0.3% | -31.2% | -31.1% |
| 6M | -35.5% | +16.1% | -51.6% | -38.2% |
| YTD | -18.7% | +25.5% | -44.2% | -24.6% |
| 1Y | -17.9% | +34.1% | -52.0% | -25.3% |
| 3Y | +838.1% | +45.1% | +793.0% | +695.7% |
| 5Y | +1,971.9% | +100.9% | +1,870.9% | +1,356.4% |
| All | +1,914.6% | +197.1% | +1,717.5% | +1,283.6% |
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 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