+14.2%
LMT vs CNC
+84.7%
-70.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | -13.1% | -1.0% | -12.1% | -13.0% |
| 3M | -3.9% | +4.5% | -8.4% | -4.1% |
| 6M | -18.3% | +85.2% | -103.5% | -21.9% |
| YTD | +10.3% | +61.4% | -51.1% | +6.4% |
| 1Y | +14.2% | +94.9% | -80.7% | +10.2% |
| All | +14.2% | +84.7% | -70.4% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling