+185.8%
LMT vs CLX
-3.7%
+189.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -0.2% | -5.7% | +5.5% | +0.7% |
| 30D | -13.1% | -17.0% | +4.0% | -10.5% |
| 3M | -3.9% | -9.7% | +5.8% | -2.5% |
| 6M | -18.3% | -19.8% | +1.6% | -15.7% |
| YTD | +10.3% | -9.8% | +20.2% | +11.5% |
| 1Y | +14.2% | -26.2% | +40.4% | +19.2% |
| 3Y | +35.0% | -36.2% | +71.2% | +43.7% |
| 5Y | +73.2% | -38.3% | +111.6% | +82.9% |
| All | +185.8% | -3.7% | +189.5% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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