+12,181.0%
LMT vs CLF
+646.3%
+11,534.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -11.0% | -19.6% | +8.6% | -9.3% |
| 30D | +13.6% | -5.0% | +18.6% | +13.8% |
| 3M | -2.1% | -6.3% | +4.2% | -2.1% |
| 6M | +11.7% | +2.8% | +8.9% | +10.4% |
| YTD | +19.4% | -13.7% | +33.1% | +19.0% |
| 1Y | +24.1% | +13.6% | +10.5% | +20.6% |
| 3Y | +36.2% | -34.0% | +70.1% | +34.1% |
| 5Y | +90.7% | -48.7% | +139.5% | +87.6% |
| 10Y | +212.5% | +113.4% | +99.0% | +147.2% |
| All | +12,181.0% | +646.3% | +11,534.7% | +7,218.9% |
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