+190.4%
LMT vs CNP
+146.5%
+43.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +5.1% | +1.3% | +3.8% | +4.6% |
| 30D | +14.1% | +3.8% | +10.3% | +12.7% |
| 3M | +0.3% | +2.4% | -2.1% | -0.5% |
| 6M | +16.1% | -1.2% | +17.3% | +16.5% |
| YTD | +25.5% | +9.3% | +16.2% | +21.3% |
| 1Y | +34.1% | +6.4% | +27.7% | +30.9% |
| 3Y | +45.1% | +66.4% | -21.3% | +19.5% |
| 5Y | +100.9% | +75.7% | +25.3% | +60.8% |
| All | +190.4% | +146.5% | +43.9% | +95.9% |
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