+34.1%
LMT vs CNH
+16.6%
+17.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +5.1% | +3.0% | +2.1% | +5.0% |
| 30D | +14.1% | -0.6% | +14.7% | +14.0% |
| 3M | +0.3% | +14.6% | -14.3% | -0.6% |
| 6M | +16.1% | +11.8% | +4.3% | +15.2% |
| YTD | +25.5% | +30.4% | -5.0% | +23.1% |
| 1Y | +34.1% | +19.1% | +15.1% | +30.5% |
| All | +34.1% | +16.6% | +17.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling