+20.6%
LMT vs CME
+13.4%
+7.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.3% |
| 7D | +2.5% | +2.5% | +0.1% | +1.5% |
| 30D | +19.2% | +13.9% | +5.2% | +13.6% |
| 3M | +2.7% | +22.4% | -19.7% | -4.4% |
| 6M | +20.6% | +12.9% | +7.7% | +14.1% |
| All | +20.6% | +13.4% | +7.3% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling