+11,275.8%
LMT vs CAG
+604.9%
+10,670.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -6.3% | -3.8% | -2.5% | -5.5% |
| 30D | -8.5% | +3.1% | -11.6% | -9.2% |
| 3M | +1.8% | +23.5% | -21.6% | -3.3% |
| 6M | -19.9% | -14.8% | -5.1% | -17.6% |
| YTD | +10.6% | -5.4% | +16.0% | +11.0% |
| 1Y | +17.9% | -11.8% | +29.8% | +20.0% |
| 3Y | +27.0% | -36.7% | +63.6% | +37.9% |
| 5Y | +68.7% | -40.3% | +108.9% | +84.5% |
| 10Y | +181.1% | -37.0% | +218.1% | +192.1% |
| All | +11,275.8% | +604.9% | +10,670.9% | +6,408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling