-10.7%
CMG vs LMT
+19.5%
-30.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -2.8% | -6.3% | +3.5% | -2.6% |
| 30D | +7.1% | -8.5% | +15.6% | +7.4% |
| 3M | +31.2% | +1.8% | +29.3% | +29.6% |
| 6M | +0.7% | -19.9% | +20.6% | -0.8% |
| YTD | -0.1% | +10.6% | -10.7% | -3.7% |
| 1Y | -10.7% | +17.9% | -28.7% | -16.1% |
| All | -10.7% | +19.5% | -30.2% | -16.1% |
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 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