+72.0%
LMT vs CF
+227.0%
-155.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | -6.3% | +6.0% | -12.3% | -7.1% |
| 30D | -8.5% | +14.8% | -23.3% | -10.3% |
| 3M | +1.8% | +14.1% | -12.2% | -0.3% |
| 6M | -19.9% | +28.5% | -48.5% | -23.7% |
| YTD | +10.6% | +74.9% | -64.4% | +0.2% |
| 1Y | +17.9% | +61.7% | -43.7% | +8.0% |
| 3Y | +27.0% | +80.3% | -53.4% | +12.3% |
| All | +72.0% | +227.0% | -155.0% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling