+2,303.1%
LMT vs CNI
+6,494.7%
-4,191.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -12.5% | -2.1% | -10.4% | -12.0% |
| 3M | -0.5% | +1.8% | -2.3% | -1.1% |
| 6M | -20.0% | +14.8% | -34.8% | -23.6% |
| YTD | +10.4% | +25.4% | -15.0% | +2.6% |
| 1Y | +17.7% | +32.9% | -15.2% | +7.4% |
| 3Y | +34.3% | +20.2% | +14.1% | +24.5% |
| 5Y | +71.8% | +12.2% | +59.7% | +60.2% |
| 10Y | +187.0% | +136.0% | +51.0% | +111.2% |
| All | +2,303.1% | +6,494.7% | -4,191.6% | +642.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling