+75.2%
LMT vs CLX
-37.2%
+112.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -0.5% | -5.9% | +5.3% | +0.2% |
| 30D | -10.8% | -17.0% | +6.3% | -8.7% |
| 3M | +1.6% | -9.6% | +11.2% | +2.7% |
| 6M | -17.6% | -21.5% | +4.0% | -15.4% |
| YTD | +11.6% | -8.8% | +20.4% | +12.4% |
| 1Y | +17.2% | -24.7% | +41.9% | +20.8% |
| 3Y | +35.7% | -35.6% | +71.4% | +42.8% |
| 5Y | +75.2% | -37.6% | +112.8% | +83.3% |
| All | +75.2% | -37.2% | +112.4% | +83.3% |
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