+71.8%
LMT vs CNP
+70.6%
+1.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -12.5% | -0.1% | -12.5% | -12.5% |
| 3M | -0.5% | -5.6% | +5.2% | +1.5% |
| 6M | -20.0% | -7.5% | -12.5% | -18.0% |
| YTD | +10.4% | +5.5% | +4.9% | +8.2% |
| 1Y | +17.7% | +8.3% | +9.4% | +14.3% |
| 3Y | +34.3% | +51.8% | -17.5% | +15.4% |
| 5Y | +71.8% | +69.9% | +1.9% | +43.1% |
| All | +71.8% | +70.6% | +1.2% | +43.1% |
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 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