+36.2%
LMT vs CP
+26.5%
+9.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -11.0% | +2.8% | -13.7% | -11.2% |
| 30D | +13.6% | +10.2% | +3.4% | +12.4% |
| 3M | -2.1% | +2.4% | -4.5% | -2.5% |
| 6M | +11.7% | +7.7% | +4.0% | +10.6% |
| YTD | +19.4% | +26.0% | -6.6% | +16.0% |
| 1Y | +24.1% | +34.6% | -10.6% | +19.9% |
| 3Y | +36.2% | +26.7% | +9.5% | +28.9% |
| All | +36.2% | +26.5% | +9.7% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling