+48.2%
CSX vs LMT
+89.7%
-41.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -5.5% | -11.0% | +5.4% | -3.7% |
| 30D | +4.9% | +13.6% | -8.7% | +2.5% |
| 3M | -2.9% | -2.1% | -0.7% | -2.9% |
| 6M | +8.3% | +11.7% | -3.3% | +5.8% |
| YTD | +36.7% | +19.4% | +17.4% | +30.9% |
| 1Y | +41.5% | +24.1% | +17.4% | +34.4% |
| 3Y | +68.6% | +36.2% | +32.5% | +55.9% |
| All | +48.2% | +89.7% | -41.6% | +19.6% |
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