+17.7%
LMT vs CFG
+38.1%
-20.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -12.5% | -4.5% | -8.0% | -12.1% |
| 3M | -0.5% | +6.3% | -6.8% | -0.9% |
| 6M | -20.0% | +20.6% | -40.6% | -20.7% |
| YTD | +10.4% | +21.2% | -10.8% | +8.7% |
| 1Y | +17.7% | +38.2% | -20.5% | +16.6% |
| All | +17.7% | +38.1% | -20.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling