+72.0%
LMT vs CL
+28.4%
+43.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -6.3% | -2.2% | -4.1% | -5.8% |
| 30D | -8.5% | -4.8% | -3.7% | -7.4% |
| 3M | +1.8% | +4.9% | -3.1% | +0.5% |
| 6M | -19.9% | -5.7% | -14.2% | -18.9% |
| YTD | +10.6% | +14.4% | -3.8% | +6.4% |
| 1Y | +17.9% | +8.7% | +9.2% | +14.9% |
| 3Y | +27.0% | +30.0% | -3.0% | +15.6% |
| All | +72.0% | +28.4% | +43.6% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling