+14.2%
LMT vs CLX
-25.9%
+40.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -0.2% | -5.7% | +5.5% | +0.4% |
| 30D | -13.1% | -17.0% | +4.0% | -11.3% |
| 3M | -3.9% | -9.7% | +5.8% | -2.9% |
| 6M | -18.3% | -19.8% | +1.6% | -17.0% |
| YTD | +10.3% | -9.8% | +20.2% | +12.0% |
| 1Y | +14.2% | -26.2% | +40.4% | +13.8% |
| All | +14.2% | -25.9% | +40.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling