+4,281.1%
LMT vs COR
+17,545.2%
-13,264.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.1% |
| 7D | -6.3% | +2.8% | -9.0% | -6.7% |
| 30D | -8.5% | +4.5% | -13.0% | -9.3% |
| 3M | +1.8% | +22.7% | -20.8% | -1.9% |
| 6M | -19.9% | -9.7% | -10.2% | -19.0% |
| YTD | +10.6% | -1.4% | +12.0% | +10.2% |
| 1Y | +17.9% | +13.9% | +4.0% | +14.4% |
| 3Y | +27.0% | +94.0% | -67.0% | +11.7% |
| 5Y | +68.7% | +184.0% | -115.3% | +38.6% |
| 10Y | +181.1% | +406.8% | -225.7% | +105.5% |
| All | +4,281.1% | +17,545.2% | -13,264.2% | +1,991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling