+13,111.6%
LMT vs CNP
+1,890.9%
+11,220.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +19.2% | +5.0% | +14.1% | +18.2% |
| 3M | +2.7% | +2.7% | 0.0% | +2.2% |
| 6M | +20.6% | -1.9% | +22.5% | +21.0% |
| YTD | +28.4% | +8.8% | +19.7% | +26.3% |
| 1Y | +36.9% | +5.6% | +31.3% | +35.4% |
| 3Y | +48.5% | +63.2% | -14.7% | +35.1% |
| 5Y | +107.6% | +73.8% | +33.9% | +86.1% |
| 10Y | +206.5% | +144.0% | +62.5% | +152.9% |
| All | +13,111.6% | +1,890.9% | +11,220.7% | +7,282.9% |
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 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