+89.7%
LMT vs CB
+101.1%
-11.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -11.0% | +0.2% | -11.2% | -11.1% |
| 30D | +13.6% | +9.1% | +4.5% | +10.7% |
| 3M | -2.1% | +3.4% | -5.5% | -3.2% |
| 6M | +11.7% | +14.1% | -2.4% | +7.3% |
| YTD | +19.4% | +18.0% | +1.4% | +13.2% |
| 1Y | +24.1% | +30.1% | -6.1% | +14.2% |
| 3Y | +36.2% | +71.8% | -35.6% | +14.4% |
| All | +89.7% | +101.1% | -11.5% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling