+12,961.6%
LMT vs CP
+7,872.5%
+5,089.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | +2.8% | -8.4% | -6.3% |
| 30D | +18.4% | +11.0% | +7.3% | +15.3% |
| 3M | +0.6% | +3.8% | -3.2% | -0.4% |
| 6M | +20.6% | +9.5% | +11.1% | +17.7% |
| YTD | +27.0% | +28.2% | -1.2% | +18.9% |
| 1Y | +36.9% | +33.0% | +3.9% | +27.0% |
| 3Y | +46.9% | +35.5% | +11.3% | +33.7% |
| 5Y | +104.2% | +25.8% | +78.4% | +86.8% |
| 10Y | +205.2% | +250.7% | -45.5% | +115.2% |
| All | +12,961.6% | +7,872.5% | +5,089.0% | +4,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling