+33.6%
LMT vs CMS
+35.9%
-2.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -6.3% | +0.4% | -6.6% | -6.4% |
| 30D | -8.5% | -3.6% | -4.9% | -7.4% |
| 3M | +1.8% | -1.9% | +3.7% | +2.4% |
| 6M | -19.9% | -11.0% | -9.0% | -16.9% |
| YTD | +10.6% | +0.2% | +10.4% | +10.2% |
| 1Y | +17.9% | -1.3% | +19.3% | +18.0% |
| All | +33.6% | +35.9% | -2.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling