+99.9%
LMT vs COR
+203.9%
-104.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.0% |
| 7D | +5.1% | +7.8% | -2.7% | +3.3% |
| 30D | +14.1% | +7.0% | +7.1% | +12.2% |
| 3M | +0.3% | +16.3% | -16.0% | -3.4% |
| 6M | +16.1% | +41.3% | -25.2% | +6.4% |
| YTD | +25.5% | +7.1% | +18.3% | +22.5% |
| 1Y | +34.1% | -0.8% | +35.0% | +33.6% |
| 3Y | +45.1% | +85.0% | -39.9% | +17.5% |
| All | +99.9% | +203.9% | -104.0% | +36.0% |
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 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