+689.8%
LMT vs CDW
+983.6%
-293.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +2.8% |
| 7D | -8.5% | +9.3% | -17.9% | -10.5% |
| 30D | +15.4% | +15.8% | -0.4% | +11.5% |
| 3M | +0.7% | +21.8% | -21.1% | -4.2% |
| 6M | +17.6% | +58.8% | -41.2% | +4.3% |
| YTD | +23.8% | +22.8% | +1.0% | +15.1% |
| 1Y | +31.6% | +17.9% | +13.7% | +23.4% |
| 3Y | +44.0% | -17.4% | +61.4% | +43.8% |
| 5Y | +98.8% | -5.7% | +104.6% | +86.2% |
| 10Y | +202.1% | +319.5% | -117.3% | +80.6% |
| All | +689.8% | +983.6% | -293.8% | +321.6% |
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