+6,737.3%
LMT vs CB
+7,037.7%
-300.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -11.0% | +0.2% | -11.2% | -11.0% |
| 30D | +13.6% | +9.1% | +4.5% | +11.4% |
| 3M | -2.1% | +3.4% | -5.5% | -2.9% |
| 6M | +11.7% | +14.1% | -2.4% | +8.3% |
| YTD | +19.4% | +18.0% | +1.4% | +14.6% |
| 1Y | +24.1% | +30.1% | -6.1% | +16.5% |
| 3Y | +36.2% | +71.8% | -35.6% | +19.6% |
| 5Y | +90.7% | +101.8% | -11.1% | +60.6% |
| 10Y | +212.5% | +252.1% | -39.7% | +131.0% |
| All | +6,737.3% | +7,037.7% | -300.5% | +3,331.2% |
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