+37.3%
LMT vs CP
+20.4%
+16.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | -1.5% | +2.4% | -4.0% | -1.8% |
| 30D | -8.2% | -0.5% | -7.7% | -8.2% |
| 3M | +3.7% | +1.4% | +2.3% | +3.5% |
| 6M | -19.2% | +10.3% | -29.5% | -20.2% |
| YTD | +12.9% | +24.3% | -11.4% | +9.7% |
| 1Y | +19.8% | +20.4% | -0.7% | +16.8% |
| 3Y | +37.3% | +21.8% | +15.5% | +31.1% |
| All | +37.3% | +20.4% | +16.9% | +31.1% |
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