+70.8%
LMT vs CNH
+13.4%
+57.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -1.7% |
| 7D | -6.3% | +23.3% | -29.6% | -7.7% |
| 30D | -8.5% | +33.5% | -42.0% | -10.5% |
| 3M | +1.8% | +32.7% | -30.9% | -0.4% |
| 6M | -19.9% | +22.2% | -42.1% | -21.3% |
| YTD | +10.6% | +57.7% | -47.1% | +6.3% |
| 1Y | +17.9% | +28.0% | -10.0% | +15.2% |
| 3Y | +27.0% | +11.5% | +15.4% | +24.8% |
| All | +70.8% | +13.4% | +57.4% | +64.5% |
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 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