+37.1%
CTSH vs LMT
+207.9%
-170.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -2.1% | +2.5% | -4.6% | -3.0% |
| 30D | +8.0% | +19.2% | -11.2% | +0.7% |
| 3M | +10.6% | +2.7% | +7.9% | +8.7% |
| 6M | +32.5% | +20.6% | +11.9% | +22.1% |
| YTD | -21.0% | +28.4% | -49.4% | -29.8% |
| 1Y | -9.9% | +36.9% | -46.8% | -22.1% |
| 3Y | +3.1% | +48.5% | -45.4% | -16.3% |
| 5Y | -13.4% | +107.6% | -121.0% | -43.4% |
| 10Y | +37.1% | +206.5% | -169.3% | -20.0% |
| All | +37.1% | +207.9% | -170.8% | -20.0% |
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