+190.4%
LMT vs CP
+257.3%
-66.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | +5.1% | +2.1% | +3.0% | +4.4% |
| 30D | +14.1% | +9.3% | +4.8% | +11.0% |
| 3M | +0.3% | +0.5% | -0.2% | 0.0% |
| 6M | +16.1% | +10.4% | +5.7% | +12.2% |
| YTD | +25.5% | +28.7% | -3.2% | +15.0% |
| 1Y | +34.1% | +33.2% | +1.0% | +21.6% |
| 3Y | +45.1% | +38.4% | +6.6% | +26.3% |
| 5Y | +100.9% | +26.2% | +74.8% | +76.7% |
| All | +190.4% | +257.3% | -66.9% | +70.6% |
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