+25.9%
LMT vs CAI
+12.6%
+13.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -6.9% |
| 7D | -5.5% | -6.3% | +0.8% | -5.3% |
| 30D | +17.5% | +9.3% | +8.1% | +17.0% |
| 3M | +1.6% | +106.3% | -104.7% | -2.0% |
| 6M | +16.3% | +77.7% | -61.4% | +12.6% |
| YTD | +25.3% | +23.1% | +2.1% | +20.3% |
| 1Y | +25.9% | +6.5% | +19.3% | +21.2% |
| All | +25.9% | +12.6% | +13.3% | +21.2% |
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