+25.9%
LMT vs CL
+33.4%
-7.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -7.4% |
| 7D | -5.5% | +7.7% | -13.2% | -6.9% |
| 30D | +17.5% | +15.2% | +2.2% | +14.3% |
| 3M | +1.6% | +7.3% | -5.7% | 0.0% |
| 6M | +16.3% | +17.0% | -0.7% | +13.1% |
| YTD | +25.3% | +28.0% | -2.7% | +18.3% |
| 1Y | +25.9% | +32.1% | -6.2% | +19.2% |
| All | +25.9% | +33.4% | -7.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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