+583.1%
LMT vs CNH
+42.8%
+540.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +0.8% |
| 7D | +2.5% | +6.7% | -4.1% | +1.4% |
| 30D | +19.2% | +7.2% | +12.0% | +17.6% |
| 3M | +2.7% | +17.5% | -14.8% | -0.9% |
| 6M | +20.6% | +15.0% | +5.7% | +16.3% |
| YTD | +28.4% | +36.8% | -8.4% | +19.4% |
| 1Y | +36.9% | +27.6% | +9.3% | +28.7% |
| 3Y | +48.5% | +34.3% | +14.2% | +34.3% |
| 5Y | +107.6% | -12.2% | +119.8% | +99.8% |
| 10Y | +206.5% | +113.9% | +92.6% | +132.0% |
| All | +583.1% | +42.8% | +540.2% | +436.0% |
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