+18.7%
CTSH vs LMT
+191.8%
-173.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -9.8% | -0.5% | -9.2% | -9.6% |
| 30D | +0.1% | -10.8% | +10.9% | +4.2% |
| 3M | +13.2% | +1.6% | +11.6% | +11.9% |
| 6M | -6.2% | -17.6% | +11.4% | 0.0% |
| YTD | -28.5% | +11.6% | -40.1% | -32.6% |
| 1Y | -13.8% | +17.2% | -31.0% | -20.6% |
| 3Y | -13.7% | +35.7% | -49.4% | -27.6% |
| 5Y | -16.7% | +75.2% | -91.9% | -41.3% |
| All | +18.7% | +191.8% | -173.1% | -24.2% |
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