+36.5%
LMT vs CAG
-39.3%
+75.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | -0.5% | -5.9% | +5.4% | +0.3% |
| 30D | -10.8% | -1.5% | -9.2% | -10.7% |
| 3M | +1.6% | +11.5% | -9.9% | -0.7% |
| 6M | -17.6% | -15.7% | -1.9% | -15.7% |
| YTD | +11.6% | -10.2% | +21.8% | +12.3% |
| 1Y | +17.2% | -18.1% | +35.3% | +19.8% |
| All | +36.5% | -39.3% | +75.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling