+11,275.8%
LMT vs CNP
+1,826.3%
+9,449.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -6.3% | +1.1% | -7.4% | -6.5% |
| 30D | -8.5% | -1.8% | -6.7% | -8.2% |
| 3M | +1.8% | -4.6% | +6.5% | +2.7% |
| 6M | -19.9% | -8.8% | -11.1% | -18.6% |
| YTD | +10.6% | +5.2% | +5.3% | +9.4% |
| 1Y | +17.9% | +8.3% | +9.6% | +16.1% |
| 3Y | +27.0% | +54.9% | -27.9% | +16.5% |
| 5Y | +68.7% | +73.5% | -4.8% | +51.2% |
| 10Y | +181.1% | +139.1% | +42.0% | +132.7% |
| All | +11,275.8% | +1,826.3% | +9,449.5% | +6,294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling