+89.7%
LMT vs CMS
+32.6%
+57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -11.0% | -1.3% | -9.7% | -10.6% |
| 30D | +13.6% | +6.3% | +7.3% | +11.1% |
| 3M | -2.1% | -2.1% | -0.1% | -1.4% |
| 6M | +11.7% | -5.1% | +16.8% | +13.6% |
| YTD | +19.4% | +1.3% | +18.1% | +18.4% |
| 1Y | +24.1% | -1.4% | +25.5% | +24.2% |
| 3Y | +36.2% | +36.9% | -0.8% | +20.0% |
| All | +89.7% | +32.6% | +57.1% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling