+187.0%
LMT vs CP
+224.3%
-37.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -12.5% | -0.5% | -12.0% | -12.5% |
| 3M | -0.5% | +0.1% | -0.5% | -0.7% |
| 6M | -20.0% | +7.8% | -27.8% | -22.2% |
| YTD | +10.4% | +22.9% | -12.5% | +2.8% |
| 1Y | +17.7% | +21.3% | -3.6% | +9.9% |
| 3Y | +34.3% | +20.4% | +13.9% | +22.8% |
| 5Y | +71.8% | +34.9% | +36.9% | +46.1% |
| 10Y | +187.0% | +233.3% | -46.4% | +71.0% |
| All | +187.0% | +224.3% | -37.4% | +71.0% |
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