+13.0%
CVS vs LMT
+100.7%
-87.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +6.6% | +5.1% | +1.5% | +5.3% |
| 30D | -0.4% | +14.1% | -14.6% | -3.1% |
| 3M | -5.3% | +0.3% | -5.6% | -5.2% |
| 6M | -7.7% | +16.1% | -23.8% | -10.8% |
| YTD | +16.0% | +25.5% | -9.4% | +8.7% |
| 1Y | +16.2% | +34.1% | -17.9% | +6.9% |
| 3Y | +47.6% | +45.1% | +2.5% | +29.9% |
| All | +13.0% | +100.7% | -87.7% | -13.8% |
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