+1,542.9%
LMT vs CF
+5,315.1%
-3,772.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -11.0% | -3.2% | -7.8% | -10.6% |
| 30D | +13.6% | +4.3% | +9.3% | +12.8% |
| 3M | -2.1% | +2.8% | -4.9% | -2.8% |
| 6M | +11.7% | +0.6% | +11.1% | +10.9% |
| YTD | +19.4% | +56.6% | -37.3% | +9.5% |
| 1Y | +24.1% | +49.6% | -25.6% | +14.6% |
| 3Y | +36.2% | +61.5% | -25.3% | +22.4% |
| 5Y | +90.7% | +124.0% | -33.2% | +59.2% |
| 10Y | +212.5% | +573.2% | -360.7% | +110.3% |
| All | +1,542.9% | +5,315.1% | -3,772.2% | +577.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling