+45.1%
LMT vs CL
+40.9%
+4.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.7% |
| 7D | +5.1% | +3.2% | +1.9% | +4.5% |
| 30D | +14.1% | +8.0% | +6.1% | +12.3% |
| 3M | +0.3% | +7.9% | -7.6% | -1.4% |
| 6M | +16.1% | +14.7% | +1.4% | +12.8% |
| YTD | +25.5% | +29.2% | -3.7% | +18.7% |
| 1Y | +34.1% | +29.5% | +4.6% | +26.8% |
| 3Y | +45.1% | +40.7% | +4.4% | +31.0% |
| All | +45.1% | +40.9% | +4.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling