+34.4%
CVS vs LMT
+71.6%
-37.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -0.3% | -12.5% | +12.2% | +2.5% |
| 3M | -1.1% | -0.5% | -0.7% | -1.2% |
| 6M | +23.7% | -20.0% | +43.7% | +29.5% |
| YTD | +23.0% | +10.4% | +12.6% | +18.7% |
| 1Y | +37.2% | +17.7% | +19.4% | +30.0% |
| 3Y | +62.4% | +34.3% | +28.2% | +46.3% |
| All | +34.4% | +71.6% | -37.2% | +13.1% |
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