+12,808.2%
LMT vs CLX
+2,867.3%
+9,941.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +5.1% | +9.5% | -4.4% | +3.1% |
| 30D | +14.1% | +30.7% | -16.6% | +7.8% |
| 3M | +0.3% | +4.2% | -3.9% | -0.9% |
| 6M | +16.1% | +22.1% | -6.0% | +10.7% |
| YTD | +25.5% | +14.1% | +11.4% | +20.9% |
| 1Y | +34.1% | +10.3% | +23.8% | +30.0% |
| 3Y | +45.1% | -7.8% | +52.9% | +44.8% |
| 5Y | +100.9% | -20.8% | +121.8% | +103.6% |
| 10Y | +199.4% | +31.9% | +167.6% | +163.2% |
| All | +12,808.2% | +2,867.3% | +9,941.0% | +5,822.2% |
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