+75.2%
LMT vs CAG
-42.8%
+118.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.6% |
| 7D | -0.5% | -5.9% | +5.4% | +0.6% |
| 30D | -10.8% | -1.5% | -9.2% | -10.6% |
| 3M | +1.6% | +11.5% | -9.9% | -1.3% |
| 6M | -17.6% | -15.7% | -1.9% | -15.0% |
| YTD | +11.6% | -10.2% | +21.8% | +12.9% |
| 1Y | +17.2% | -18.1% | +35.3% | +21.0% |
| 3Y | +35.7% | -39.4% | +75.1% | +49.7% |
| 5Y | +75.2% | -42.6% | +117.8% | +93.2% |
| All | +75.2% | -42.8% | +118.0% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling