+185.8%
LMT vs CBOE
+368.5%
-182.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -0.2% | -5.8% | +5.6% | +1.1% |
| 30D | -13.1% | -3.1% | -9.9% | -12.6% |
| 3M | -3.9% | -4.8% | +0.9% | -3.3% |
| 6M | -18.3% | -0.6% | -17.7% | -19.2% |
| YTD | +10.3% | +12.8% | -2.5% | +5.5% |
| 1Y | +14.2% | +19.8% | -5.5% | +7.4% |
| 3Y | +35.0% | +86.9% | -52.0% | +11.4% |
| 5Y | +73.2% | +136.5% | -63.3% | +32.1% |
| All | +185.8% | +368.5% | -182.7% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling