+605.3%
LMT vs CDW
+903.1%
-297.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -6.3% | +3.2% | -9.4% | -6.9% |
| 30D | -8.5% | +9.3% | -17.8% | -10.4% |
| 3M | +1.8% | +9.8% | -8.0% | -0.9% |
| 6M | -19.9% | +23.3% | -43.3% | -25.1% |
| YTD | +10.6% | +13.7% | -3.1% | +5.1% |
| 1Y | +17.9% | -6.5% | +24.4% | +17.2% |
| 3Y | +27.0% | -25.2% | +52.2% | +30.4% |
| 5Y | +68.7% | -19.5% | +88.2% | +65.7% |
| 10Y | +181.1% | +285.8% | -104.7% | +72.0% |
| All | +605.3% | +903.1% | -297.8% | +285.0% |
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