+3,994.3%
CMG vs LMT
+1,318.6%
+2,675.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.8% |
| 7D | -6.5% | -1.3% | -5.1% | -6.1% |
| 30D | +12.1% | -12.5% | +24.6% | +16.7% |
| 3M | +20.6% | -0.5% | +21.0% | +19.9% |
| 6M | +2.1% | -20.0% | +22.1% | +8.8% |
| YTD | -2.6% | +10.4% | -13.0% | -7.2% |
| 1Y | -8.7% | +17.7% | -26.4% | -15.1% |
| 3Y | -7.4% | +34.3% | -41.7% | -19.7% |
| 5Y | -5.7% | +71.8% | -77.5% | -28.0% |
| 10Y | +322.3% | +187.0% | +135.4% | +139.3% |
| All | +3,994.3% | +1,318.6% | +2,675.7% | +784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling