+187.0%
LMT vs CLF
+116.4%
+70.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.3% | -2.7% | +1.3% | -1.1% |
| 30D | -12.5% | -3.2% | -9.3% | -12.4% |
| 3M | -0.5% | -5.0% | +4.5% | -0.4% |
| 6M | -20.0% | +26.6% | -46.6% | -22.0% |
| YTD | +10.4% | -9.0% | +19.4% | +9.9% |
| 1Y | +17.7% | +11.8% | +5.9% | +14.6% |
| 3Y | +34.3% | -15.1% | +49.4% | +30.2% |
| 5Y | +71.8% | -48.2% | +120.0% | +70.2% |
| 10Y | +187.0% | +127.6% | +59.4% | +113.4% |
| All | +187.0% | +116.4% | +70.6% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling