+719.1%
LMT vs CDW
+1,039.4%
-320.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.7% |
| 7D | +2.5% | +2.6% | 0.0% | +2.0% |
| 30D | +19.2% | +20.4% | -1.2% | +14.3% |
| 3M | +2.7% | +28.5% | -25.8% | -3.4% |
| 6M | +20.6% | +70.6% | -50.0% | +5.4% |
| YTD | +28.4% | +29.1% | -0.7% | +18.2% |
| 1Y | +36.9% | +23.8% | +13.1% | +27.2% |
| 3Y | +48.5% | -14.5% | +63.0% | +47.6% |
| 5Y | +107.6% | -1.6% | +109.2% | +92.9% |
| 10Y | +206.5% | +322.0% | -115.5% | +83.5% |
| All | +719.1% | +1,039.4% | -320.2% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling