+99.9%
LMT vs CLX
-20.8%
+120.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | +5.1% | +9.5% | -4.4% | +3.9% |
| 30D | +14.1% | +30.7% | -16.6% | +10.1% |
| 3M | +0.3% | +4.2% | -3.9% | -0.5% |
| 6M | +16.1% | +22.1% | -6.0% | +12.7% |
| YTD | +25.5% | +14.1% | +11.4% | +22.6% |
| 1Y | +34.1% | +10.3% | +23.8% | +31.5% |
| 3Y | +45.1% | -7.8% | +52.9% | +46.1% |
| All | +99.9% | -20.8% | +120.7% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling