+98.8%
LMT vs CNH
-6.4%
+105.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | +3.1% |
| 7D | -8.5% | +8.6% | -17.1% | -9.0% |
| 30D | +15.4% | +12.6% | +2.9% | +14.5% |
| 3M | +0.7% | +17.5% | -16.8% | -0.7% |
| 6M | +17.6% | +18.1% | -0.5% | +15.7% |
| YTD | +23.8% | +40.4% | -16.6% | +20.0% |
| 1Y | +31.6% | +34.0% | -2.3% | +27.9% |
| 3Y | +44.0% | +35.3% | +8.7% | +37.4% |
| 5Y | +98.8% | -5.1% | +103.9% | +94.9% |
| All | +98.8% | -6.4% | +105.2% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling