+205.2%
LMT vs CL
+78.1%
+127.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -5.6% | +2.6% | -8.2% | -6.7% |
| 30D | +18.4% | +11.8% | +6.6% | +13.0% |
| 3M | +0.6% | +5.9% | -5.3% | -1.9% |
| 6M | +20.6% | +13.3% | +7.3% | +14.1% |
| YTD | +27.0% | +27.1% | -0.2% | +13.8% |
| 1Y | +36.9% | +28.0% | +8.8% | +22.2% |
| 3Y | +46.9% | +39.4% | +7.5% | +23.1% |
| 5Y | +104.2% | +40.8% | +63.4% | +67.7% |
| 10Y | +205.2% | +84.9% | +120.4% | +121.7% |
| All | +205.2% | +78.1% | +127.1% | +121.7% |
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