+187.0%
LMT vs CMS
+116.0%
+71.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -12.5% | -1.3% | -11.2% | -12.0% |
| 3M | -0.5% | -5.4% | +4.9% | +1.9% |
| 6M | -20.0% | -10.3% | -9.7% | -16.3% |
| YTD | +10.4% | -0.2% | +10.6% | +10.0% |
| 1Y | +17.7% | -0.9% | +18.6% | +17.5% |
| 3Y | +34.3% | +34.0% | +0.3% | +15.4% |
| 5Y | +71.8% | +23.6% | +48.3% | +51.0% |
| 10Y | +187.0% | +122.2% | +64.7% | +132.1% |
| All | +187.0% | +116.0% | +71.0% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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