+488.1%
LMT vs CNH
+64.7%
+423.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -2.1% |
| 7D | -6.3% | +23.3% | -29.6% | -9.7% |
| 30D | -8.5% | +33.5% | -42.0% | -13.2% |
| 3M | +1.8% | +32.7% | -30.9% | -3.6% |
| 6M | -19.9% | +22.2% | -42.1% | -23.4% |
| YTD | +10.6% | +57.7% | -47.1% | +0.9% |
| 1Y | +17.9% | +28.0% | -10.0% | +11.4% |
| 3Y | +27.0% | +11.5% | +15.4% | +20.3% |
| 5Y | +68.7% | +11.9% | +56.8% | +55.4% |
| 10Y | +181.1% | +162.8% | +18.3% | +107.1% |
| All | +488.1% | +64.7% | +423.5% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling