+11,275.8%
LMT vs CHD
+10,220.8%
+1,055.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | -2.7% | -3.6% | -5.7% |
| 30D | -8.5% | -4.6% | -3.9% | -7.6% |
| 3M | +1.8% | +5.0% | -3.2% | +0.7% |
| 6M | -19.9% | -3.2% | -16.7% | -19.6% |
| YTD | +10.6% | +18.6% | -8.1% | +6.3% |
| 1Y | +17.9% | +4.8% | +13.1% | +16.2% |
| 3Y | +27.0% | +6.1% | +20.8% | +24.1% |
| 5Y | +68.7% | +24.0% | +44.7% | +58.1% |
| 10Y | +181.1% | +124.5% | +56.6% | +131.3% |
| All | +11,275.8% | +10,220.8% | +1,055.0% | +4,787.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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