+35.6%
LMT vs CNP
+5.5%
+30.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +4.8% | +2.5% | +2.4% | +3.7% |
| 30D | +19.9% | +4.0% | +15.8% | +18.6% |
| 3M | +0.2% | +1.6% | -1.5% | 0.0% |
| 6M | +17.4% | -1.7% | +19.1% | +19.1% |
| YTD | +27.2% | +8.6% | +18.5% | +24.6% |
| 1Y | +35.6% | +5.8% | +29.8% | +34.1% |
| All | +35.6% | +5.5% | +30.1% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling