+2,005.0%
CLS vs LMT
+106.8%
+1,898.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.6% |
| 7D | +2.8% | +2.5% | +0.2% | +2.9% |
| 30D | -30.1% | +19.2% | -49.3% | -28.3% |
| 3M | -21.7% | +2.7% | -24.4% | -20.9% |
| 6M | -36.2% | +20.6% | -56.9% | -34.4% |
| YTD | -17.8% | +28.4% | -46.2% | -15.5% |
| 1Y | -26.8% | +36.9% | -63.7% | -24.5% |
| 3Y | +853.4% | +48.5% | +804.8% | +861.8% |
| 5Y | +2,005.0% | +107.6% | +1,897.4% | +1,446.7% |
| All | +2,005.0% | +106.8% | +1,898.2% | +1,446.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling