+37.3%
LMT vs CLF
-14.9%
+52.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.2% |
| 7D | -1.5% | +6.5% | -8.0% | -1.9% |
| 30D | -8.2% | +0.2% | -8.5% | -8.3% |
| 3M | +3.7% | -3.1% | +6.8% | +3.2% |
| 6M | -19.2% | +25.0% | -44.2% | -20.3% |
| YTD | +12.9% | -7.5% | +20.3% | +12.1% |
| 1Y | +19.8% | +11.5% | +8.3% | +18.5% |
| 3Y | +37.3% | -13.7% | +51.0% | +36.1% |
| All | +37.3% | -14.9% | +52.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling