+238.9%
CRM vs LMT
+188.6%
+50.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | -13.1% | +41.2% | +32.8% |
| 3M | +48.8% | -3.9% | +52.7% | +49.6% |
| 6M | +28.3% | -18.3% | +46.5% | +34.9% |
| YTD | -6.0% | +10.3% | -16.4% | -10.5% |
| 1Y | +1.4% | +14.2% | -12.8% | -4.6% |
| 3Y | +11.8% | +35.0% | -23.1% | -3.8% |
| 5Y | -2.0% | +73.2% | -75.3% | -26.5% |
| All | +238.9% | +188.6% | +50.3% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling