+206.5%
LMT vs CP
+251.7%
-45.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +2.5% | -0.7% | +3.2% | +2.8% |
| 30D | +19.2% | +9.6% | +9.5% | +15.8% |
| 3M | +2.7% | +2.2% | +0.5% | +1.8% |
| 6M | +20.6% | +11.1% | +9.5% | +16.4% |
| YTD | +28.4% | +28.2% | +0.2% | +17.9% |
| 1Y | +36.9% | +32.2% | +4.8% | +24.4% |
| 3Y | +48.5% | +35.5% | +13.0% | +30.3% |
| 5Y | +107.6% | +26.8% | +80.8% | +82.2% |
| 10Y | +206.5% | +256.9% | -50.5% | +81.9% |
| All | +206.5% | +251.7% | -45.2% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling