+1,907.2%
CVS vs LMT
+11,710.5%
-9,803.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | +4.0% | -6.3% | +10.2% | +5.7% |
| 30D | -2.4% | -8.5% | +6.1% | -0.2% |
| 3M | +2.7% | +1.8% | +0.8% | +1.8% |
| 6M | +21.9% | -19.9% | +41.8% | +28.4% |
| YTD | +24.7% | +10.6% | +14.2% | +20.2% |
| 1Y | +35.4% | +17.9% | +17.5% | +28.1% |
| 3Y | +65.2% | +27.0% | +38.2% | +51.5% |
| 5Y | +30.5% | +68.7% | -38.1% | +9.9% |
| 10Y | +40.4% | +181.1% | -140.7% | +3.5% |
| All | +1,907.2% | +11,710.5% | -9,803.4% | +581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling