+9,714.3%
CSX vs LMT
+12,650.4%
-2,936.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.8% |
| 7D | -5.5% | -11.0% | +5.4% | -1.9% |
| 30D | +4.9% | +13.6% | -8.7% | +0.2% |
| 3M | -2.9% | -2.1% | -0.7% | -2.6% |
| 6M | +8.3% | +11.7% | -3.3% | +3.4% |
| YTD | +36.7% | +19.4% | +17.4% | +26.5% |
| 1Y | +41.5% | +24.1% | +17.4% | +29.0% |
| 3Y | +68.6% | +36.2% | +32.5% | +46.2% |
| 5Y | +48.4% | +90.7% | -42.3% | +12.0% |
| 10Y | +446.6% | +212.5% | +234.1% | +248.0% |
| All | +9,714.3% | +12,650.4% | -2,936.1% | +2,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling