+187.0%
LMT vs CNH
+157.1%
+29.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | -1.3% | +1.8% | -3.2% | -1.8% |
| 30D | -12.5% | +32.6% | -45.1% | -17.3% |
| 3M | -0.5% | +29.4% | -29.9% | -5.8% |
| 6M | -20.0% | +26.0% | -46.0% | -24.3% |
| YTD | +10.4% | +52.2% | -41.8% | +0.4% |
| 1Y | +17.7% | +23.9% | -6.2% | +11.2% |
| 3Y | +34.3% | +10.1% | +24.1% | +26.7% |
| 5Y | +71.8% | +13.2% | +58.7% | +55.2% |
| 10Y | +187.0% | +160.7% | +26.3% | +90.6% |
| All | +187.0% | +157.1% | +29.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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