+208.6%
LMT vs CF
+561.7%
-353.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -11.0% | -3.2% | -7.8% | -10.5% |
| 30D | +13.6% | +4.3% | +9.3% | +12.7% |
| 3M | -2.1% | +2.8% | -4.9% | -2.9% |
| 6M | +11.7% | +0.6% | +11.1% | +10.7% |
| YTD | +19.4% | +56.6% | -37.3% | +7.7% |
| 1Y | +24.1% | +49.6% | -25.6% | +12.8% |
| 3Y | +36.2% | +61.5% | -25.3% | +19.6% |
| 5Y | +90.7% | +124.0% | -33.2% | +51.9% |
| All | +208.6% | +561.7% | -353.1% | +90.5% |
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