+2,117.3%
LMT vs CME
+8,439.7%
-6,322.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.6% |
| 7D | +2.5% | +2.5% | +0.1% | +1.9% |
| 30D | +19.2% | +13.9% | +5.2% | +15.4% |
| 3M | +2.7% | +22.4% | -19.7% | -2.3% |
| 6M | +20.6% | +12.9% | +7.7% | +16.7% |
| YTD | +28.4% | +19.6% | +8.8% | +22.5% |
| 1Y | +36.9% | +17.7% | +19.2% | +31.0% |
| 3Y | +48.5% | +65.3% | -16.8% | +30.1% |
| 5Y | +107.6% | +75.1% | +32.5% | +77.4% |
| 10Y | +206.5% | +305.8% | -99.3% | +112.8% |
| All | +2,117.3% | +8,439.7% | -6,322.5% | +782.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling