+11,380.6%
LMT vs CMI
+19,388.4%
-8,007.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | -0.5% | +0.8% | -1.4% | -0.7% |
| 30D | -10.8% | -12.8% | +2.0% | -8.5% |
| 3M | +1.6% | -12.4% | +14.0% | +3.7% |
| 6M | -17.6% | -0.9% | -16.7% | -18.1% |
| YTD | +11.6% | +8.9% | +2.7% | +8.6% |
| 1Y | +17.2% | +37.7% | -20.5% | +8.9% |
| 3Y | +35.7% | +148.9% | -113.1% | +11.0% |
| 5Y | +75.2% | +164.4% | -89.2% | +39.9% |
| 10Y | +190.1% | +506.9% | -316.9% | +96.1% |
| All | +11,380.6% | +19,388.4% | -8,007.8% | +4,021.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling