+98.6%
LMT vs CARR
+421.5%
-322.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.3% |
| 7D | -0.2% | -3.8% | +3.6% | +0.2% |
| 30D | -13.1% | -8.9% | -4.2% | -12.2% |
| 3M | -3.9% | -17.3% | +13.4% | -2.1% |
| 6M | -18.3% | -1.4% | -16.9% | -18.6% |
| YTD | +10.3% | +10.0% | +0.3% | +8.4% |
| 1Y | +14.2% | -6.4% | +20.6% | +14.1% |
| 3Y | +35.0% | +1.5% | +33.4% | +32.1% |
| 5Y | +73.2% | +9.3% | +63.9% | +65.7% |
| All | +98.6% | +421.5% | -322.9% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling