+11,275.8%
LMT vs CI
+7,591.2%
+3,684.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -6.3% | +1.3% | -7.6% | -6.5% |
| 30D | -8.5% | +4.4% | -12.9% | -9.3% |
| 3M | +1.8% | +0.7% | +1.2% | +1.6% |
| 6M | -19.9% | +0.3% | -20.3% | -20.2% |
| YTD | +10.6% | +3.8% | +6.8% | +9.3% |
| 1Y | +17.9% | -5.5% | +23.4% | +18.1% |
| 3Y | +27.0% | +8.1% | +18.8% | +21.9% |
| 5Y | +68.7% | +42.8% | +25.9% | +51.5% |
| 10Y | +181.1% | +143.9% | +37.2% | +121.7% |
| All | +11,275.8% | +7,591.2% | +3,684.6% | +4,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling