-17.9%
CLS vs LMT
+33.5%
-51.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.6% |
| 7D | +16.3% | +5.1% | +11.2% | +17.4% |
| 30D | -25.7% | +14.1% | -39.8% | -22.3% |
| 3M | -30.9% | +0.3% | -31.2% | -29.2% |
| 6M | -35.5% | +16.1% | -51.6% | -31.8% |
| YTD | -18.7% | +25.5% | -44.2% | -22.0% |
| 1Y | -17.9% | +34.1% | -52.0% | -22.7% |
| All | -17.9% | +33.5% | -51.4% | -22.7% |
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 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