+17.2%
LMT vs CG
-30.6%
+47.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.3% |
| 7D | -0.5% | -9.8% | +9.3% | +0.5% |
| 30D | -10.8% | -10.3% | -0.5% | -9.8% |
| 3M | +1.6% | -1.7% | +3.3% | +1.4% |
| 6M | -17.6% | -9.8% | -7.7% | -17.1% |
| YTD | +11.6% | -25.6% | +37.2% | +15.6% |
| 1Y | +17.2% | -32.5% | +49.8% | +23.6% |
| All | +17.2% | -30.6% | +47.8% | +23.6% |
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