+11,275.8%
LMT vs CL
+4,870.0%
+6,405.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | -6.3% | -2.2% | -4.1% | -5.7% |
| 30D | -8.5% | -4.8% | -3.7% | -7.2% |
| 3M | +1.8% | +4.9% | -3.1% | +0.3% |
| 6M | -19.9% | -5.7% | -14.2% | -18.9% |
| YTD | +10.6% | +14.4% | -3.8% | +5.8% |
| 1Y | +17.9% | +8.7% | +9.2% | +14.3% |
| 3Y | +27.0% | +30.0% | -3.0% | +15.9% |
| 5Y | +68.7% | +28.4% | +40.3% | +53.5% |
| 10Y | +181.1% | +50.1% | +131.0% | +143.1% |
| All | +11,275.8% | +4,870.0% | +6,405.9% | +4,558.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling