+189.0%
LMT vs CME
+280.4%
-91.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | -2.4% | +1.8% | +0.3% |
| 30D | -10.8% | +6.2% | -17.0% | -12.6% |
| 3M | +1.6% | +4.4% | -2.8% | -0.1% |
| 6M | -17.6% | -9.6% | -7.9% | -15.0% |
| YTD | +11.6% | +3.8% | +7.8% | +9.6% |
| 1Y | +17.2% | +9.5% | +7.7% | +12.7% |
| 3Y | +35.7% | +51.9% | -16.2% | +15.3% |
| 5Y | +75.2% | +78.7% | -3.5% | +36.6% |
| All | +189.0% | +280.4% | -91.3% | +75.5% |
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