+11,275.8%
LMT vs CLF
+714.0%
+10,561.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | -6.3% | +7.6% | -13.8% | -6.9% |
| 30D | -8.5% | -1.2% | -7.3% | -8.5% |
| 3M | +1.8% | -13.4% | +15.2% | +2.7% |
| 6M | -19.9% | +15.4% | -35.4% | -21.5% |
| YTD | +10.6% | -5.9% | +16.4% | +9.8% |
| 1Y | +17.9% | +18.8% | -0.9% | +14.0% |
| 3Y | +27.0% | -19.4% | +46.4% | +23.2% |
| 5Y | +68.7% | -47.7% | +116.4% | +66.0% |
| 10Y | +181.1% | +130.4% | +50.7% | +121.1% |
| All | +11,275.8% | +714.0% | +10,561.8% | +6,657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling