+73.0%
LMT vs CMI
+164.8%
-91.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -13.1% | -12.4% | -0.7% | -12.1% |
| 3M | -3.9% | -14.8% | +10.9% | -2.8% |
| 6M | -18.3% | +0.8% | -19.1% | -18.9% |
| YTD | +10.3% | +10.2% | +0.2% | +8.4% |
| 1Y | +14.2% | +37.4% | -23.2% | +9.7% |
| 3Y | +35.0% | +153.3% | -118.3% | +18.9% |
| All | +73.0% | +164.8% | -91.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling