+1.4%
CRM vs LMT
+15.9%
-14.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +1.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | -13.1% | +41.2% | +26.3% |
| 3M | +48.8% | -3.9% | +52.7% | +48.0% |
| 6M | +28.3% | -18.3% | +46.5% | +26.2% |
| YTD | -6.0% | +10.3% | -16.4% | -5.0% |
| 1Y | +1.4% | +14.2% | -12.8% | +0.7% |
| All | +1.4% | +15.9% | -14.5% | +0.7% |
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