+17.2%
LMT vs CP
+20.0%
-2.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.3% |
| 7D | -0.5% | -2.7% | +2.2% | -0.1% |
| 30D | -10.8% | -3.4% | -7.4% | -10.4% |
| 3M | +1.6% | -0.6% | +2.2% | +1.4% |
| 6M | -17.6% | +6.3% | -23.9% | -18.5% |
| YTD | +11.6% | +21.2% | -9.6% | +5.7% |
| 1Y | +17.2% | +20.0% | -2.8% | +14.0% |
| All | +17.2% | +20.0% | -2.8% | +14.0% |
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 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