+15.6%
LMT vs CAI
-9.9%
+25.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.1% |
| 7D | -0.2% | -2.9% | +2.7% | -0.2% |
| 30D | -13.1% | +9.3% | -22.4% | -13.2% |
| 3M | -3.9% | +35.2% | -39.1% | -4.7% |
| 6M | -18.3% | +30.7% | -49.0% | -19.1% |
| YTD | +10.3% | -9.8% | +20.1% | +7.6% |
| 1Y | +14.2% | -28.9% | +43.1% | +10.1% |
| All | +15.6% | -9.9% | +25.4% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling