+38.1%
LMT vs CG
+54.3%
-16.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.2% |
| 7D | -1.5% | -1.3% | -0.3% | -1.5% |
| 30D | -8.2% | -3.2% | -5.1% | -8.1% |
| 3M | +3.7% | +6.2% | -2.5% | +3.3% |
| 6M | -19.2% | -4.7% | -14.5% | -19.2% |
| YTD | +12.9% | -20.6% | +33.5% | +13.7% |
| 1Y | +19.8% | -26.4% | +46.2% | +20.9% |
| All | +38.1% | +54.3% | -16.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling