+206.5%
LMT vs CI
+149.2%
+57.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | +19.2% | +6.4% | +12.8% | +17.1% |
| 3M | +2.7% | +10.7% | -8.0% | -0.3% |
| 6M | +20.6% | +5.5% | +15.1% | +18.3% |
| YTD | +28.4% | +11.4% | +17.0% | +23.7% |
| 1Y | +36.9% | +15.0% | +21.9% | +30.7% |
| 3Y | +48.5% | +9.0% | +39.6% | +39.5% |
| 5Y | +107.6% | +52.0% | +55.7% | +71.8% |
| 10Y | +206.5% | +150.9% | +55.5% | +116.3% |
| All | +206.5% | +149.2% | +57.3% | +116.3% |
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