+25.9%
LMT vs CBOE
+39.5%
-13.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.1% | -6.9% |
| 7D | -5.5% | +7.7% | -13.2% | -6.2% |
| 30D | +17.5% | +24.4% | -7.0% | +15.3% |
| 3M | +1.6% | +20.0% | -18.4% | 0.0% |
| 6M | +16.3% | +2.4% | +14.0% | +15.9% |
| YTD | +25.3% | +38.5% | -13.3% | +22.7% |
| 1Y | +25.9% | +39.0% | -13.1% | +23.1% |
| All | +25.9% | +39.5% | -13.6% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling