+44.0%
LMT vs CDW
-18.4%
+62.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +3.7% |
| 7D | -8.5% | +9.3% | -17.9% | -8.4% |
| 30D | +15.4% | +15.8% | -0.4% | +15.6% |
| 3M | +0.7% | +21.8% | -21.1% | +0.7% |
| 6M | +17.6% | +58.8% | -41.2% | +17.0% |
| YTD | +23.8% | +22.8% | +1.0% | +23.9% |
| 1Y | +31.6% | +17.9% | +13.7% | +31.8% |
| 3Y | +44.0% | -17.4% | +61.4% | +44.3% |
| All | +44.0% | -18.4% | +62.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling