+17.9%
LMT vs CG
-24.3%
+42.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -6.3% | -4.3% | -1.9% | -5.8% |
| 30D | -8.5% | -5.1% | -3.4% | -8.0% |
| 3M | +1.8% | +8.7% | -6.8% | +0.6% |
| 6M | -19.9% | -9.2% | -10.7% | -19.6% |
| YTD | +10.6% | -18.9% | +29.4% | +13.5% |
| 1Y | +17.9% | -25.6% | +43.6% | +22.8% |
| All | +17.9% | -24.3% | +42.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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