+185.8%
LMT vs CNC
+99.9%
+85.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -13.1% | -1.0% | -12.1% | -13.0% |
| 3M | -3.9% | +4.5% | -8.4% | -4.8% |
| 6M | -18.3% | +85.2% | -103.5% | -26.0% |
| YTD | +10.3% | +61.4% | -51.1% | +1.5% |
| 1Y | +14.2% | +94.9% | -80.7% | +1.5% |
| 3Y | +35.0% | 0.0% | +35.0% | +29.2% |
| 5Y | +73.2% | +11.2% | +62.0% | +58.7% |
| All | +185.8% | +99.9% | +85.9% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling