+100.9%
LMT vs CARR
+414.1%
-313.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.3% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | -10.8% | -11.0% | +0.2% | -9.7% |
| 3M | +1.6% | -16.4% | +18.0% | +3.3% |
| 6M | -17.6% | -2.4% | -15.2% | -17.8% |
| YTD | +11.6% | +8.4% | +3.2% | +9.8% |
| 1Y | +17.2% | -8.0% | +25.2% | +17.4% |
| 3Y | +35.7% | +0.6% | +35.2% | +32.9% |
| 5Y | +75.2% | +7.7% | +67.5% | +67.8% |
| All | +100.9% | +414.1% | -313.2% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling