+35.6%
LMT vs CL
+26.2%
+9.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | +19.9% | +9.5% | +10.4% | +17.5% |
| 3M | +0.2% | +6.6% | -6.5% | -1.4% |
| 6M | +17.4% | +13.2% | +4.2% | +14.5% |
| YTD | +27.2% | +26.9% | +0.3% | +19.3% |
| 1Y | +35.6% | +27.6% | +8.0% | +27.3% |
| All | +35.6% | +26.2% | +9.4% | +27.3% |
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