+490.1%
CSX vs LMT
+182.4%
+307.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | -3.4% | -6.3% | +2.9% | -0.9% |
| 30D | -3.1% | -8.5% | +5.4% | +0.2% |
| 3M | +7.2% | +1.8% | +5.3% | +5.7% |
| 6M | +16.2% | -19.9% | +36.1% | +25.9% |
| YTD | +37.5% | +10.6% | +27.0% | +29.2% |
| 1Y | +53.2% | +17.9% | +35.3% | +39.7% |
| 3Y | +68.2% | +27.0% | +41.3% | +43.4% |
| 5Y | +65.2% | +68.7% | -3.4% | +15.6% |
| All | +490.1% | +182.4% | +307.7% | +208.4% |
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