+17.9%
LMT vs CI
-4.0%
+21.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -6.3% | +1.3% | -7.6% | -6.4% |
| 30D | -8.5% | +4.4% | -12.9% | -9.1% |
| 3M | +1.8% | +0.7% | +1.2% | +1.6% |
| 6M | -19.9% | +0.3% | -20.3% | -20.3% |
| YTD | +10.6% | +3.8% | +6.8% | +9.9% |
| 1Y | +17.9% | -5.5% | +23.4% | +17.6% |
| All | +17.9% | -4.0% | +21.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling