+35.0%
LMT vs CNQ
+73.2%
-38.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | +6.2% | -19.3% | -13.8% |
| 3M | -3.9% | +12.4% | -16.2% | -5.5% |
| 6M | -18.3% | +9.0% | -27.3% | -19.5% |
| YTD | +10.3% | +52.2% | -41.9% | +3.5% |
| 1Y | +14.2% | +65.0% | -50.8% | +6.0% |
| 3Y | +35.0% | +78.8% | -43.9% | +18.3% |
| All | +35.0% | +73.2% | -38.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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