+28.5%
CLS vs LMT
+19.2%
+9.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.3% |
| 7D | +5.0% | -0.5% | +5.5% | +4.9% |
| 30D | +4.8% | -10.8% | +15.5% | +2.5% |
| 3M | -10.4% | +1.6% | -12.0% | -9.6% |
| 6M | +20.8% | -17.6% | +38.4% | +19.6% |
| YTD | +10.0% | +11.6% | -1.6% | +7.5% |
| 1Y | +28.5% | +17.2% | +11.3% | +22.3% |
| All | +28.5% | +19.2% | +9.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling