+4,871.2%
LMT vs COR
+19,078.6%
-14,207.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | +5.1% | +7.8% | -2.7% | +3.7% |
| 30D | +14.1% | +7.0% | +7.1% | +12.7% |
| 3M | +0.3% | +16.3% | -16.0% | -2.5% |
| 6M | +16.1% | +41.3% | -25.2% | +9.0% |
| YTD | +25.5% | +7.1% | +18.3% | +23.0% |
| 1Y | +34.1% | -0.8% | +35.0% | +33.2% |
| 3Y | +45.1% | +85.0% | -39.9% | +28.6% |
| 5Y | +100.9% | +203.9% | -102.9% | +63.0% |
| 10Y | +199.4% | +510.3% | -310.8% | +112.9% |
| All | +4,871.2% | +19,078.6% | -14,207.4% | +2,235.6% |
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