+10.9%
CMG vs LMT
+26.0%
-15.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.9% | +12.7% | +6.2% |
| 7D | +22.5% | -5.5% | +28.0% | +22.7% |
| 30D | +14.1% | +17.5% | -3.4% | +12.6% |
| 3M | +4.1% | +1.6% | +2.5% | +3.6% |
| 6M | +10.1% | +16.3% | -6.2% | +7.4% |
| YTD | -4.9% | +25.3% | -30.1% | -10.6% |
| 1Y | +10.9% | +25.9% | -15.0% | +4.7% |
| All | +10.9% | +26.0% | -15.1% | +4.7% |
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