+11,511.2%
LMT vs CLX
+2,347.6%
+9,163.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.4% |
| 7D | -1.5% | -3.5% | +2.0% | -0.8% |
| 30D | -8.2% | -11.9% | +3.6% | -5.9% |
| 3M | +3.7% | -2.6% | +6.3% | +4.0% |
| 6M | -19.2% | -18.2% | -1.0% | -16.3% |
| YTD | +12.9% | -5.9% | +18.8% | +13.4% |
| 1Y | +19.8% | -23.8% | +43.6% | +25.6% |
| 3Y | +37.3% | -33.6% | +70.9% | +46.9% |
| 5Y | +74.4% | -35.7% | +110.1% | +84.8% |
| 10Y | +188.9% | -2.5% | +191.4% | +171.5% |
| All | +11,511.2% | +2,347.6% | +9,163.6% | +5,457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling