+107.6%
LMT vs CNP
+75.8%
+31.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +2.5% | -0.1% | +2.6% | +2.6% |
| 30D | +19.2% | +5.0% | +14.1% | +17.3% |
| 3M | +2.7% | +2.7% | 0.0% | +1.9% |
| 6M | +20.6% | -1.9% | +22.5% | +21.4% |
| YTD | +28.4% | +8.8% | +19.7% | +24.7% |
| 1Y | +36.9% | +5.6% | +31.3% | +34.2% |
| 3Y | +48.5% | +63.2% | -14.7% | +24.0% |
| 5Y | +107.6% | +73.8% | +33.9% | +70.9% |
| All | +107.6% | +75.8% | +31.8% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling