+17.2%
LMT vs CNP
+6.4%
+10.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 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% | +4.7% |
| 6M | -17.6% | -8.3% | -9.2% | -14.9% |
| YTD | +11.6% | +3.8% | +7.8% | +10.8% |
| 1Y | +17.2% | +5.9% | +11.4% | +16.4% |
| All | +17.2% | +6.4% | +10.8% | +16.4% |
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