+17.9%
LMT vs CARR
-3.6%
+21.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -6.3% | +1.6% | -7.8% | -6.4% |
| 30D | -8.5% | -8.7% | +0.2% | -8.1% |
| 3M | +1.8% | -12.6% | +14.4% | +2.2% |
| 6M | -19.9% | -1.5% | -18.4% | -20.1% |
| YTD | +10.6% | +14.3% | -3.7% | +7.4% |
| 1Y | +17.9% | -4.6% | +22.5% | +18.3% |
| All | +17.9% | -3.6% | +21.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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