+98.8%
LMT vs CI
+49.2%
+49.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -8.5% | +0.1% | -8.7% | -8.6% |
| 30D | +15.4% | +4.7% | +10.8% | +14.3% |
| 3M | +0.7% | +5.2% | -4.6% | -0.5% |
| 6M | +17.6% | +3.8% | +13.8% | +16.4% |
| YTD | +23.8% | +9.2% | +14.6% | +21.1% |
| 1Y | +31.6% | +14.3% | +17.4% | +27.6% |
| 3Y | +44.0% | +8.4% | +35.6% | +38.5% |
| 5Y | +98.8% | +50.0% | +48.8% | +74.0% |
| All | +98.8% | +49.2% | +49.7% | +74.0% |
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