+11,275.8%
LMT vs CMS
+457.8%
+10,818.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -6.3% | +0.4% | -6.6% | -6.3% |
| 30D | -8.5% | -3.6% | -4.9% | -7.8% |
| 3M | +1.8% | -1.9% | +3.7% | +2.2% |
| 6M | -19.9% | -11.0% | -9.0% | -18.0% |
| YTD | +10.6% | +0.2% | +10.4% | +10.4% |
| 1Y | +17.9% | -1.3% | +19.3% | +18.1% |
| 3Y | +27.0% | +35.9% | -9.0% | +18.4% |
| 5Y | +68.7% | +23.1% | +45.6% | +59.9% |
| 10Y | +181.1% | +117.9% | +63.2% | +140.2% |
| All | +11,275.8% | +457.8% | +10,818.0% | +8,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling