+189.0%
LMT vs CPB
-45.5%
+234.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.8% |
| 7D | -0.5% | -5.4% | +4.8% | +0.4% |
| 30D | -10.8% | -7.8% | -2.9% | -9.7% |
| 3M | +1.6% | -6.9% | +8.5% | +2.4% |
| 6M | -17.6% | -12.2% | -5.4% | -16.2% |
| YTD | +11.6% | -21.1% | +32.7% | +15.4% |
| 1Y | +17.2% | -33.5% | +50.7% | +24.9% |
| 3Y | +35.7% | -43.2% | +78.9% | +47.8% |
| 5Y | +75.2% | -40.9% | +116.1% | +88.4% |
| All | +189.0% | -45.5% | +234.5% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling