+190.4%
LMT vs CI
+146.2%
+44.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +5.1% | +1.2% | +3.9% | +4.8% |
| 30D | +14.1% | +2.6% | +11.6% | +13.3% |
| 3M | +0.3% | +7.4% | -7.1% | -1.9% |
| 6M | +16.1% | -0.1% | +16.2% | +15.6% |
| YTD | +25.5% | +9.7% | +15.7% | +21.4% |
| 1Y | +34.1% | +12.1% | +22.0% | +28.9% |
| 3Y | +45.1% | +7.0% | +38.1% | +37.0% |
| 5Y | +100.9% | +49.7% | +51.3% | +67.1% |
| All | +190.4% | +146.2% | +44.2% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling