+73.0%
LMT vs CNI
+12.6%
+60.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -13.1% | -2.7% | -10.4% | -12.7% |
| 3M | -3.9% | +3.9% | -7.8% | -4.6% |
| 6M | -18.3% | +16.4% | -34.6% | -20.6% |
| YTD | +10.3% | +25.8% | -15.5% | +5.5% |
| 1Y | +14.2% | +32.4% | -18.2% | +8.2% |
| 3Y | +35.0% | +19.1% | +15.9% | +28.7% |
| All | +73.0% | +12.6% | +60.4% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling