+89.7%
LMT vs CLF
-51.2%
+140.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -11.0% | -19.6% | +8.6% | -9.8% |
| 30D | +13.6% | -5.0% | +18.6% | +13.7% |
| 3M | -2.1% | -6.3% | +4.2% | -2.0% |
| 6M | +11.7% | +2.8% | +8.9% | +10.7% |
| YTD | +19.4% | -13.7% | +33.1% | +18.9% |
| 1Y | +24.1% | +13.6% | +10.5% | +21.6% |
| 3Y | +36.2% | -34.0% | +70.1% | +36.0% |
| All | +89.7% | -51.2% | +140.9% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling