+190.4%
LMT vs CME
+308.7%
-118.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +5.1% | +3.9% | +1.2% | +3.7% |
| 30D | +14.1% | +11.3% | +2.8% | +9.9% |
| 3M | +0.3% | +19.6% | -19.3% | -5.8% |
| 6M | +16.1% | +8.1% | +8.0% | +12.5% |
| YTD | +25.5% | +20.4% | +5.1% | +17.0% |
| 1Y | +34.1% | +16.5% | +17.6% | +26.4% |
| 3Y | +45.1% | +66.4% | -21.4% | +19.5% |
| 5Y | +100.9% | +74.5% | +26.5% | +60.1% |
| All | +190.4% | +308.7% | -118.3% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling