+189.0%
LMT vs CI
+144.3%
+44.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -10.8% | +3.1% | -13.9% | -11.6% |
| 3M | +1.6% | -4.5% | +6.1% | +2.7% |
| 6M | -17.6% | +8.3% | -25.8% | -19.7% |
| YTD | +11.6% | +3.8% | +7.8% | +9.8% |
| 1Y | +17.2% | -5.0% | +22.2% | +17.2% |
| 3Y | +35.7% | +5.8% | +30.0% | +28.3% |
| 5Y | +75.2% | +50.6% | +24.6% | +44.9% |
| All | +189.0% | +144.3% | +44.8% | +101.7% |
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