+2,953.7%
CLS vs LMT
+191.8%
+2,761.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | +4.8% | -10.8% | +15.5% | +7.3% |
| 3M | -10.4% | +1.6% | -12.0% | -11.2% |
| 6M | +20.8% | -17.6% | +38.4% | +25.7% |
| YTD | +10.0% | +11.6% | -1.6% | +4.9% |
| 1Y | +28.5% | +17.2% | +11.3% | +20.7% |
| 3Y | +1,292.2% | +35.7% | +1,256.5% | +1,090.2% |
| 5Y | +3,616.8% | +75.2% | +3,541.6% | +2,605.6% |
| All | +2,953.7% | +191.8% | +2,761.9% | +2,103.1% |
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