+107.6%
LMT vs CFG
+66.4%
+41.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +19.2% | +3.1% | +16.0% | +18.9% |
| 3M | +2.7% | -9.7% | +12.4% | +3.4% |
| 6M | +20.6% | +6.7% | +13.9% | +20.0% |
| YTD | +28.4% | +15.2% | +13.2% | +27.0% |
| 1Y | +36.9% | +28.8% | +8.1% | +34.5% |
| 3Y | +48.5% | +190.1% | -141.5% | +36.1% |
| 5Y | +107.6% | +63.4% | +44.2% | +87.3% |
| All | +107.6% | +66.4% | +41.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling