+25.9%
LMT vs CME
+19.8%
+6.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.4% |
| 7D | -5.5% | +4.8% | -10.4% | -7.2% |
| 30D | +17.5% | +14.2% | +3.3% | +12.2% |
| 3M | +1.6% | +17.9% | -16.3% | -4.0% |
| 6M | +16.3% | +7.2% | +9.1% | +12.4% |
| YTD | +25.3% | +16.7% | +8.5% | +20.6% |
| 1Y | +25.9% | +19.6% | +6.3% | +20.9% |
| All | +25.9% | +19.8% | +6.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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