+71.8%
LMT vs CI
+43.3%
+28.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | -12.5% | +0.5% | -13.0% | -12.6% |
| 3M | -0.5% | -5.2% | +4.7% | +0.4% |
| 6M | -20.0% | +4.3% | -24.4% | -20.9% |
| YTD | +10.4% | +2.8% | +7.6% | +9.4% |
| 1Y | +17.7% | -5.8% | +23.5% | +18.0% |
| 3Y | +34.3% | +4.7% | +29.5% | +29.7% |
| 5Y | +71.8% | +42.7% | +29.1% | +52.2% |
| All | +71.8% | +43.3% | +28.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling