-14.8%
CTSH vs LMT
+74.9%
-89.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.1% |
| 7D | -5.5% | -1.5% | -3.9% | -5.3% |
| 30D | +4.5% | -8.2% | +12.8% | +5.7% |
| 3M | +13.7% | +3.7% | +10.0% | +12.9% |
| 6M | -8.4% | -19.2% | +10.8% | -6.1% |
| YTD | -26.5% | +12.9% | -39.4% | -28.3% |
| 1Y | -13.9% | +19.8% | -33.7% | -16.9% |
| 3Y | -11.3% | +37.3% | -48.6% | -16.8% |
| 5Y | -14.8% | +74.4% | -89.2% | -27.9% |
| All | -14.8% | +74.9% | -89.8% | -27.9% |
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