+17.9%
LMT vs CNI
+29.8%
-11.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -6.3% | -2.1% | -4.2% | -5.9% |
| 30D | -8.5% | -3.3% | -5.2% | -8.0% |
| 3M | +1.8% | +3.8% | -2.0% | +1.1% |
| 6M | -19.9% | +12.7% | -32.6% | -21.6% |
| YTD | +10.6% | +26.3% | -15.7% | +4.9% |
| 1Y | +17.9% | +29.9% | -11.9% | +11.4% |
| All | +17.9% | +29.8% | -11.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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