+189.0%
LMT vs CNP
+137.1%
+52.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -0.5% | -2.2% | +1.6% | +0.2% |
| 30D | -10.8% | -2.1% | -8.7% | -10.1% |
| 3M | +1.6% | -7.9% | +9.5% | +4.5% |
| 6M | -17.6% | -8.3% | -9.2% | -15.2% |
| YTD | +11.6% | +3.8% | +7.8% | +9.9% |
| 1Y | +17.2% | +5.9% | +11.4% | +14.5% |
| 3Y | +35.7% | +49.3% | -13.6% | +16.2% |
| 5Y | +75.2% | +69.3% | +5.9% | +42.1% |
| All | +189.0% | +137.1% | +52.0% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling