+55.4%
CVS vs LMT
+36.0%
+19.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | +1.9% | -10.8% | +12.7% | +3.9% |
| 3M | -2.2% | +1.6% | -3.8% | -2.4% |
| 6M | +26.7% | -17.6% | +44.3% | +30.9% |
| YTD | +22.9% | +11.6% | +11.3% | +18.7% |
| 1Y | +32.9% | +17.2% | +15.7% | +26.6% |
| All | +55.4% | +36.0% | +19.4% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling