+935.0%
LMT vs COPX
+179.8%
+755.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +2.3% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | -10.8% | 0.0% | -10.8% | -10.9% |
| 3M | +1.6% | +14.8% | -13.2% | -1.4% |
| 6M | -17.6% | +7.0% | -24.6% | -19.6% |
| YTD | +11.6% | +23.8% | -12.3% | +5.4% |
| 1Y | +17.2% | +75.7% | -58.5% | +3.4% |
| 3Y | +35.7% | +156.4% | -120.7% | +8.5% |
| 5Y | +75.2% | +167.6% | -92.4% | +35.3% |
| 10Y | +190.1% | +569.1% | -379.1% | +71.5% |
| All | +935.0% | +179.8% | +755.2% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling