+189.0%
LMT vs COR
+405.5%
-216.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.5% | -4.8% | +4.3% | +0.8% |
| 30D | -10.8% | -3.7% | -7.1% | -10.0% |
| 3M | +1.6% | +14.3% | -12.7% | -2.3% |
| 6M | -17.6% | -8.5% | -9.1% | -16.3% |
| YTD | +11.6% | -4.4% | +16.0% | +11.8% |
| 1Y | +17.2% | +9.1% | +8.1% | +12.7% |
| 3Y | +35.7% | +85.2% | -49.5% | +10.8% |
| 5Y | +75.2% | +180.7% | -105.5% | +25.7% |
| All | +189.0% | +405.5% | -216.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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