+187.0%
LMT vs CDW
+262.5%
-75.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -1.3% | -4.2% | +2.9% | -0.5% |
| 30D | -12.5% | +4.9% | -17.4% | -13.6% |
| 3M | -0.5% | +7.3% | -7.7% | -2.6% |
| 6M | -20.0% | +19.2% | -39.2% | -24.7% |
| YTD | +10.4% | +6.2% | +4.2% | +6.5% |
| 1Y | +17.7% | -14.0% | +31.7% | +19.3% |
| 3Y | +34.3% | -30.0% | +64.3% | +39.9% |
| 5Y | +71.8% | -23.6% | +95.4% | +70.1% |
| 10Y | +187.0% | +269.4% | -82.4% | +83.0% |
| All | +187.0% | +262.5% | -75.5% | +83.0% |
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