+12,181.0%
LMT vs CP
+7,734.8%
+4,446.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -11.0% | +2.8% | -13.7% | -11.6% |
| 30D | +13.6% | +10.2% | +3.4% | +10.9% |
| 3M | -2.1% | +2.4% | -4.5% | -2.8% |
| 6M | +11.7% | +7.7% | +4.0% | +9.4% |
| YTD | +19.4% | +26.0% | -6.6% | +12.3% |
| 1Y | +24.1% | +34.6% | -10.6% | +14.7% |
| 3Y | +36.2% | +26.7% | +9.5% | +26.0% |
| 5Y | +90.7% | +24.9% | +65.8% | +74.7% |
| 10Y | +212.5% | +258.6% | -46.1% | +119.2% |
| All | +12,181.0% | +7,734.8% | +4,446.2% | +3,920.3% |
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