+35.6%
LMT vs CMS
-4.6%
+40.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +4.8% | -1.3% | +6.1% | +5.4% |
| 30D | +19.9% | +5.3% | +14.6% | +17.7% |
| 3M | +0.2% | -0.3% | +0.5% | +0.1% |
| 6M | +17.4% | -4.0% | +21.5% | +18.8% |
| YTD | +27.2% | +2.1% | +25.0% | +25.1% |
| 1Y | +35.6% | -4.7% | +40.3% | +37.4% |
| All | +35.6% | -4.6% | +40.2% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling