+306.7%
LMT vs CFG
+396.4%
-89.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -6.3% | +1.5% | -7.8% | -6.5% |
| 30D | -8.5% | -3.8% | -4.7% | -7.9% |
| 3M | +1.8% | +11.5% | -9.7% | -0.2% |
| 6M | -19.9% | +19.2% | -39.1% | -22.5% |
| YTD | +10.6% | +23.7% | -13.1% | +6.1% |
| 1Y | +17.9% | +38.8% | -20.9% | +10.7% |
| 3Y | +27.0% | +178.9% | -151.9% | +2.2% |
| 5Y | +68.7% | +101.8% | -33.1% | +40.7% |
| 10Y | +181.1% | +317.3% | -136.2% | +88.3% |
| All | +306.7% | +396.4% | -89.7% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling