+89.7%
LMT vs CP
+24.4%
+65.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -11.0% | +2.8% | -13.7% | -11.4% |
| 30D | +13.6% | +10.2% | +3.4% | +11.8% |
| 3M | -2.1% | +2.4% | -4.5% | -2.6% |
| 6M | +11.7% | +7.7% | +4.0% | +10.2% |
| YTD | +19.4% | +26.0% | -6.6% | +14.5% |
| 1Y | +24.1% | +34.6% | -10.6% | +17.7% |
| 3Y | +36.2% | +26.7% | +9.5% | +28.3% |
| All | +89.7% | +24.4% | +65.3% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling