+71.8%
LMT vs COR
+180.2%
-108.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.3% | -3.9% | +2.5% | -0.4% |
| 30D | -12.5% | -0.3% | -12.2% | -12.6% |
| 3M | -0.5% | +15.9% | -16.3% | -4.3% |
| 6M | -20.0% | -10.3% | -9.8% | -18.2% |
| YTD | +10.4% | -3.7% | +14.1% | +10.6% |
| 1Y | +17.7% | +9.1% | +8.6% | +13.4% |
| 3Y | +34.3% | +86.6% | -52.3% | +8.1% |
| 5Y | +71.8% | +180.9% | -109.1% | +21.9% |
| All | +71.8% | +180.2% | -108.4% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling