+17.2%
LMT vs CI
-4.4%
+21.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -10.8% | +3.1% | -13.9% | -11.1% |
| 3M | +1.6% | -4.5% | +6.1% | +2.0% |
| 6M | -17.6% | +8.3% | -25.8% | -18.3% |
| YTD | +11.6% | +3.8% | +7.8% | +10.9% |
| 1Y | +17.2% | -5.0% | +22.2% | +16.9% |
| All | +17.2% | -4.4% | +21.7% | +16.9% |
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