+16.0%
LMT vs CDW
-13.5%
+29.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -1.3% | -4.2% | +2.9% | -1.4% |
| 30D | -12.5% | +4.9% | -17.4% | -12.4% |
| 3M | -0.5% | +7.3% | -7.7% | -0.3% |
| 6M | -20.0% | +19.2% | -39.2% | -19.9% |
| YTD | +10.4% | +6.2% | +4.2% | +11.2% |
| All | +16.0% | -13.5% | +29.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling