+17.9%
LMT vs CP
+19.9%
-2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -6.3% | -2.7% | -3.6% | -5.9% |
| 30D | -8.5% | +0.2% | -8.7% | -8.6% |
| 3M | +1.8% | +2.6% | -0.7% | +1.2% |
| 6M | -19.9% | +6.0% | -25.9% | -20.5% |
| YTD | +10.6% | +24.9% | -14.4% | +4.2% |
| 1Y | +17.9% | +20.1% | -2.2% | +14.2% |
| All | +17.9% | +19.9% | -2.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling