+17.2%
LMT vs COR
+8.7%
+8.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | -4.8% | +4.3% | +0.2% |
| 30D | -10.8% | -3.7% | -7.1% | -10.4% |
| 3M | +1.6% | +14.3% | -12.7% | -0.9% |
| 6M | -17.6% | -8.5% | -9.1% | -16.4% |
| YTD | +11.6% | -4.4% | +16.0% | +13.3% |
| 1Y | +17.2% | +9.1% | +8.1% | +17.0% |
| All | +17.2% | +8.7% | +8.5% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling