+48.5%
LMT vs CNP
+63.2%
-14.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.6% |
| 30D | +19.2% | +5.0% | +14.1% | +17.6% |
| 3M | +2.7% | +2.7% | 0.0% | +2.0% |
| 6M | +20.6% | -1.9% | +22.5% | +21.5% |
| YTD | +28.4% | +8.8% | +19.7% | +25.5% |
| 1Y | +36.9% | +5.6% | +31.3% | +34.9% |
| All | +48.5% | +63.2% | -14.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling