+798.1%
LMT vs CG
+351.2%
+446.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -6.3% | -4.3% | -1.9% | -5.7% |
| 30D | -8.5% | -5.1% | -3.4% | -7.9% |
| 3M | +1.8% | +8.7% | -6.8% | +0.4% |
| 6M | -19.9% | -9.2% | -10.7% | -19.2% |
| YTD | +10.6% | -18.9% | +29.4% | +13.2% |
| 1Y | +17.9% | -25.6% | +43.6% | +22.0% |
| 3Y | +27.0% | +57.3% | -30.3% | +13.6% |
| 5Y | +68.7% | +10.2% | +58.5% | +55.7% |
| 10Y | +181.1% | +364.2% | -183.1% | +94.4% |
| All | +798.1% | +351.2% | +446.9% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling