+4,871.2%
LMT vs COR
+19,042.4%
-14,171.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | +5.1% | +7.6% | -2.5% | +3.8% |
| 30D | +14.1% | +6.8% | +7.3% | +12.7% |
| 3M | +0.3% | +16.0% | -15.7% | -2.4% |
| 6M | +16.1% | +41.0% | -24.9% | +9.1% |
| YTD | +25.5% | +6.9% | +18.5% | +23.1% |
| 1Y | +34.1% | -1.0% | +35.1% | +33.3% |
| 3Y | +45.1% | +84.6% | -39.6% | +28.7% |
| 5Y | +100.9% | +203.3% | -102.3% | +63.1% |
| 10Y | +199.4% | +509.1% | -309.7% | +113.0% |
| All | +4,871.2% | +19,042.4% | -14,171.1% | +2,236.4% |
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