+202.1%
LMT vs CF
+546.3%
-344.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -8.5% | -0.9% | -7.7% | -8.4% |
| 30D | +15.4% | +6.9% | +8.5% | +14.0% |
| 3M | +0.7% | +4.8% | -4.2% | -0.5% |
| 6M | +17.6% | +4.7% | +12.9% | +15.8% |
| YTD | +23.8% | +56.5% | -32.7% | +11.9% |
| 1Y | +31.6% | +48.4% | -16.8% | +20.0% |
| 3Y | +44.0% | +59.1% | -15.1% | +27.1% |
| 5Y | +98.8% | +109.5% | -10.7% | +61.2% |
| 10Y | +202.1% | +487.0% | -284.8% | +103.0% |
| All | +202.1% | +546.3% | -344.1% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling