+71.8%
LMT vs CG
+5.5%
+66.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -2.0% |
| 7D | -1.3% | -6.4% | +5.1% | -1.0% |
| 30D | -12.5% | -7.1% | -5.5% | -12.2% |
| 3M | -0.5% | -1.6% | +1.1% | -0.5% |
| 6M | -20.0% | -8.3% | -11.7% | -19.8% |
| YTD | +10.4% | -23.8% | +34.2% | +11.6% |
| 1Y | +17.7% | -28.7% | +46.4% | +19.3% |
| 3Y | +34.3% | +49.2% | -14.9% | +30.6% |
| 5Y | +71.8% | +5.5% | +66.3% | +62.1% |
| All | +71.8% | +5.5% | +66.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling