+17.9%
LMT vs CAI
-31.3%
+49.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | -6.3% | -2.2% | -4.1% | -6.2% |
| 30D | -8.5% | +52.4% | -60.9% | -10.7% |
| 3M | +1.8% | +45.1% | -43.3% | -0.4% |
| 6M | -19.9% | +26.2% | -46.2% | -21.6% |
| YTD | +10.6% | -7.1% | +17.6% | +8.3% |
| 1Y | +17.9% | -31.0% | +49.0% | +19.1% |
| All | +17.9% | -31.3% | +49.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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