-3.1%
CMG vs LMT
+72.2%
-75.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | +10.9% | -13.1% | +24.0% | +11.6% |
| 3M | +15.8% | -3.9% | +19.7% | +15.7% |
| 6M | +6.9% | -18.3% | +25.2% | +7.3% |
| YTD | -2.2% | +10.3% | -12.5% | -3.2% |
| 1Y | -7.1% | +14.2% | -21.3% | -8.2% |
| 3Y | -7.1% | +35.0% | -42.1% | -9.4% |
| All | -3.1% | +72.2% | -75.3% | -9.6% |
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