-0.8%
CRM vs LMT
+72.2%
-73.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | -13.1% | +41.2% | +29.2% |
| 3M | +48.8% | -3.9% | +52.7% | +49.0% |
| 6M | +28.3% | -18.3% | +46.5% | +30.2% |
| YTD | -6.0% | +10.3% | -16.4% | -7.5% |
| 1Y | +1.4% | +14.2% | -12.8% | -0.7% |
| 3Y | +11.8% | +35.0% | -23.1% | +5.3% |
| All | -0.8% | +72.2% | -73.1% | -15.8% |
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