+33.6%
LMT vs CB
+74.3%
-40.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -8.5% | -3.1% | -5.4% | -7.8% |
| 3M | +1.8% | +9.0% | -7.1% | -0.3% |
| 6M | -19.9% | +2.9% | -22.8% | -20.6% |
| YTD | +10.6% | +10.1% | +0.5% | +7.6% |
| 1Y | +17.9% | +22.8% | -4.8% | +11.1% |
| All | +33.6% | +74.3% | -40.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling