+185.8%
LMT vs CAG
-36.2%
+222.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.2% | -5.7% | +5.5% | +0.9% |
| 30D | -13.1% | -2.4% | -10.7% | -12.8% |
| 3M | -3.9% | +9.8% | -13.7% | -6.1% |
| 6M | -18.3% | -10.8% | -7.4% | -16.9% |
| YTD | +10.3% | -10.8% | +21.2% | +11.9% |
| 1Y | +14.2% | -19.0% | +33.2% | +17.9% |
| 3Y | +35.0% | -39.7% | +74.7% | +47.2% |
| 5Y | +73.2% | -43.0% | +116.2% | +90.3% |
| All | +185.8% | -36.2% | +222.0% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling