+36.2%
LMT vs CF
+57.7%
-21.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -11.0% | -3.2% | -7.8% | -10.7% |
| 30D | +13.6% | +4.3% | +9.3% | +13.2% |
| 3M | -2.1% | +2.8% | -4.9% | -2.5% |
| 6M | +11.7% | +0.6% | +11.1% | +11.2% |
| YTD | +19.4% | +56.6% | -37.3% | +12.8% |
| 1Y | +24.1% | +49.6% | -25.6% | +17.7% |
| 3Y | +36.2% | +61.5% | -25.3% | +28.2% |
| All | +36.2% | +57.7% | -21.6% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling