+17.4%
LMT vs CG
-18.7%
+36.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.2% |
| 7D | +4.8% | -1.5% | +6.3% | +5.1% |
| 30D | +19.9% | +5.7% | +14.2% | +18.4% |
| 3M | +0.2% | -17.9% | +18.1% | +2.4% |
| 6M | +17.4% | -20.2% | +37.6% | +19.2% |
| All | +17.4% | -18.7% | +36.1% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling