+190.4%
LMT vs CDW
+312.7%
-122.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | +5.1% | +9.3% | -4.2% | +3.4% |
| 30D | +14.1% | +14.4% | -0.2% | +10.9% |
| 3M | +0.3% | +21.4% | -21.1% | -4.2% |
| 6M | +16.1% | +72.8% | -56.7% | +1.7% |
| YTD | +25.5% | +28.0% | -2.6% | +16.1% |
| 1Y | +34.1% | +19.3% | +14.8% | +26.2% |
| 3Y | +45.1% | -15.3% | +60.4% | +44.9% |
| 5Y | +100.9% | -3.8% | +104.7% | +88.1% |
| All | +190.4% | +312.7% | -122.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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