+16.9%
LMT vs CAI
-11.0%
+27.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -0.5% | -5.1% | +4.5% | -0.5% |
| 30D | -10.8% | +3.9% | -14.7% | -10.8% |
| 3M | +1.6% | +40.1% | -38.5% | +0.6% |
| 6M | -17.6% | +29.7% | -47.2% | -18.4% |
| YTD | +11.6% | -10.9% | +22.5% | +8.8% |
| 1Y | +17.2% | -28.0% | +45.3% | +13.3% |
| All | +16.9% | -11.0% | +27.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling