+35.0%
LMT vs CGNX
+49.8%
-14.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.2% |
| 7D | -0.2% | +3.2% | -3.4% | -0.3% |
| 30D | -13.1% | +6.0% | -19.1% | -13.3% |
| 3M | -3.9% | +3.5% | -7.4% | -4.2% |
| 6M | -18.3% | +26.3% | -44.6% | -19.2% |
| YTD | +10.3% | +79.2% | -68.9% | +7.6% |
| 1Y | +14.2% | +43.8% | -29.6% | +11.9% |
| 3Y | +35.0% | +52.0% | -17.0% | +28.5% |
| All | +35.0% | +49.8% | -14.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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