+103.7%
LMT vs CF
+117.5%
-13.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.2% |
| 7D | +4.8% | +5.4% | -0.5% | +4.1% |
| 30D | +19.9% | +6.5% | +13.3% | +18.8% |
| 3M | +0.2% | +4.6% | -4.4% | -0.7% |
| 6M | +17.4% | -3.3% | +20.7% | +17.4% |
| YTD | +27.2% | +63.9% | -36.7% | +16.0% |
| 1Y | +35.6% | +50.4% | -14.9% | +25.3% |
| 3Y | +47.1% | +68.2% | -21.2% | +31.2% |
| 5Y | +103.7% | +113.8% | -10.2% | +73.3% |
| All | +103.7% | +117.5% | -13.9% | +73.3% |
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