+14.2%
LMT vs CAH
+57.9%
-43.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.2% | -5.1% | +4.9% | +0.6% |
| 30D | -13.1% | +0.2% | -13.2% | -13.2% |
| 3M | -3.9% | +6.3% | -10.2% | -5.0% |
| 6M | -18.3% | +9.4% | -27.6% | -19.6% |
| YTD | +10.3% | +15.0% | -4.6% | +8.5% |
| 1Y | +14.2% | +55.4% | -41.2% | +9.9% |
| All | +14.2% | +57.9% | -43.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling