+37.3%
LMT vs CFG
+193.0%
-155.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | -1.5% | +2.7% | -4.2% | -1.7% |
| 30D | -8.2% | -3.7% | -4.6% | -8.1% |
| 3M | +3.7% | +9.5% | -5.7% | +3.3% |
| 6M | -19.2% | +22.2% | -41.4% | -19.9% |
| YTD | +12.9% | +22.3% | -9.5% | +11.7% |
| 1Y | +19.8% | +39.4% | -19.7% | +18.0% |
| 3Y | +37.3% | +188.5% | -151.2% | +31.1% |
| All | +37.3% | +193.0% | -155.7% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling