+33.5%
LMT vs CMS
-1.1%
+34.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -8.5% | -0.9% | -7.6% | -8.2% |
| 30D | +15.4% | +7.1% | +8.4% | +12.6% |
| 3M | +0.7% | -1.3% | +1.9% | +0.8% |
| 6M | +17.6% | -2.7% | +20.3% | +18.4% |
| YTD | +23.8% | +2.6% | +21.2% | +21.6% |
| All | +33.5% | -1.1% | +34.5% | +34.5% |
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