+12,181.1%
LMT vs CL
+5,337.0%
+6,844.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -11.0% | +1.3% | -12.3% | -11.4% |
| 30D | +13.6% | +11.4% | +2.2% | +10.0% |
| 3M | -2.1% | +4.4% | -6.5% | -3.4% |
| 6M | +11.7% | +10.8% | +0.9% | +8.1% |
| YTD | +19.4% | +25.1% | -5.8% | +11.2% |
| 1Y | +24.1% | +28.0% | -3.9% | +14.7% |
| 3Y | +36.2% | +37.6% | -1.5% | +22.2% |
| 5Y | +90.7% | +39.7% | +51.0% | +69.4% |
| 10Y | +212.5% | +75.8% | +136.7% | +158.6% |
| All | +12,181.1% | +5,337.0% | +6,844.1% | +4,794.6% |
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 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