+25.9%
LMT vs CI
+21.2%
+4.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.4% | -10.3% | -7.7% |
| 7D | -5.5% | +3.5% | -9.0% | -6.4% |
| 30D | +17.5% | +12.6% | +4.9% | +14.1% |
| 3M | +1.6% | +12.1% | -10.5% | -1.3% |
| 6M | +16.3% | +10.6% | +5.7% | +12.8% |
| YTD | +25.3% | +12.8% | +12.4% | +20.5% |
| 1Y | +25.9% | +18.0% | +7.9% | +20.0% |
| All | +25.9% | +21.2% | +4.7% | +20.0% |
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