+118.1%
COF vs LMT
+34.5%
+83.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.0% | -13.1% | +7.0% | -5.2% |
| 3M | +14.8% | -3.9% | +18.7% | +15.2% |
| 6M | +15.3% | -18.3% | +33.6% | +16.3% |
| YTD | -13.0% | +10.3% | -23.4% | -14.4% |
| 1Y | -5.7% | +14.2% | -19.9% | -7.4% |
| 3Y | +118.1% | +35.0% | +83.1% | +108.5% |
| All | +118.1% | +34.5% | +83.6% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling