+2,083.7%
LMT vs CNC
+5,287.0%
-3,203.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.3% | -4.9% | +3.5% | -0.7% |
| 30D | -12.5% | -3.8% | -8.7% | -12.1% |
| 3M | -0.5% | -3.2% | +2.8% | -0.3% |
| 6M | -20.0% | +47.9% | -67.9% | -24.8% |
| YTD | +10.4% | +55.7% | -45.3% | +2.9% |
| 1Y | +17.7% | +106.2% | -88.5% | +5.1% |
| 3Y | +34.3% | -2.1% | +36.3% | +28.9% |
| 5Y | +71.8% | +3.4% | +68.4% | +61.6% |
| 10Y | +187.0% | +91.7% | +95.3% | +143.0% |
| All | +2,083.7% | +5,287.0% | -3,203.3% | +1,158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling