+185.8%
LMT vs COPX
+583.8%
-398.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -13.1% | +0.3% | -13.3% | -13.3% |
| 3M | -3.9% | +6.8% | -10.7% | -5.4% |
| 6M | -18.3% | +7.9% | -26.2% | -20.3% |
| YTD | +10.3% | +23.7% | -13.4% | +4.3% |
| 1Y | +14.2% | +71.5% | -57.3% | +1.2% |
| 3Y | +35.0% | +149.1% | -114.1% | +8.1% |
| 5Y | +73.2% | +167.3% | -94.1% | +32.3% |
| All | +185.8% | +583.8% | -398.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling