+11,258.0%
LMT vs CAH
+14,635.5%
-3,377.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.9% |
| 30D | -12.5% | +1.2% | -13.7% | -12.8% |
| 3M | -0.5% | +13.1% | -13.6% | -2.8% |
| 6M | -20.0% | +8.5% | -28.5% | -21.4% |
| YTD | +10.4% | +17.6% | -7.2% | +6.7% |
| 1Y | +17.7% | +60.7% | -42.9% | +6.9% |
| 3Y | +34.3% | +183.2% | -148.9% | +8.8% |
| 5Y | +71.8% | +402.2% | -330.4% | +24.2% |
| 10Y | +187.0% | +302.3% | -115.3% | +107.7% |
| All | +11,258.0% | +14,635.5% | -3,377.4% | +5,608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling