+6,233.3%
LMT vs CB
+6,559.4%
-326.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -8.5% | -3.1% | -5.4% | -7.9% |
| 3M | +1.8% | +9.0% | -7.1% | -0.2% |
| 6M | -19.9% | +2.9% | -22.8% | -20.6% |
| YTD | +10.6% | +10.1% | +0.5% | +7.9% |
| 1Y | +17.9% | +22.8% | -4.8% | +12.2% |
| 3Y | +27.0% | +73.8% | -46.8% | +11.2% |
| 5Y | +68.7% | +99.2% | -30.5% | +42.5% |
| 10Y | +181.1% | +218.2% | -37.1% | +112.3% |
| All | +6,233.3% | +6,559.4% | -326.2% | +3,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling