+205.2%
LMT vs CLF
+82.3%
+122.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +2.2% |
| 7D | -5.6% | -9.1% | +3.4% | -5.0% |
| 30D | +18.4% | -0.9% | +19.3% | +18.1% |
| 3M | +0.6% | +3.0% | -2.4% | -0.1% |
| 6M | +20.6% | +16.7% | +3.9% | +18.1% |
| YTD | +27.0% | -3.2% | +30.1% | +25.4% |
| 1Y | +36.9% | +24.6% | +12.2% | +32.4% |
| 3Y | +46.9% | -22.3% | +69.2% | +43.4% |
| 5Y | +104.2% | -41.2% | +145.4% | +99.9% |
| 10Y | +205.2% | +83.5% | +121.7% | +145.0% |
| All | +205.2% | +82.3% | +122.9% | +145.0% |
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