+17.9%
LMT vs CPB
-32.6%
+50.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.3% |
| 7D | -6.3% | -8.6% | +2.3% | -6.0% |
| 30D | -8.5% | -7.2% | -1.3% | -8.3% |
| 3M | +1.8% | +0.9% | +0.9% | +1.4% |
| 6M | -19.9% | -11.8% | -8.1% | -19.3% |
| YTD | +10.6% | -19.4% | +30.0% | +11.6% |
| 1Y | +17.9% | -30.4% | +48.3% | +20.5% |
| All | +17.9% | -32.6% | +50.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling