+188.9%
LMT vs CL
+51.8%
+137.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.5% | -1.4% | -0.2% | -1.0% |
| 30D | -8.2% | -5.2% | -3.0% | -6.3% |
| 3M | +3.7% | +3.3% | +0.4% | +2.2% |
| 6M | -19.2% | -4.4% | -14.8% | -18.1% |
| YTD | +12.9% | +13.9% | -1.1% | +6.0% |
| 1Y | +19.8% | +7.6% | +12.2% | +14.9% |
| 3Y | +37.3% | +29.6% | +7.7% | +18.5% |
| 5Y | +74.4% | +28.1% | +46.3% | +49.0% |
| 10Y | +188.9% | +53.4% | +135.5% | +123.7% |
| All | +188.9% | +51.8% | +137.1% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling