+193.4%
LMT vs CB
+218.8%
-25.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -8.2% | -3.9% | -4.3% | -6.8% |
| 3M | +3.7% | +4.9% | -1.2% | +1.6% |
| 6M | -19.2% | +3.3% | -22.4% | -20.5% |
| YTD | +12.9% | +8.5% | +4.3% | +8.5% |
| 1Y | +19.8% | +22.1% | -2.3% | +9.6% |
| 3Y | +37.3% | +70.1% | -32.9% | +8.0% |
| 5Y | +74.4% | +97.4% | -23.0% | +26.1% |
| All | +193.4% | +218.8% | -25.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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