+17.2%
LMT vs CPB
-33.6%
+50.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.2% |
| 7D | -0.5% | -5.4% | +4.8% | -0.4% |
| 30D | -10.8% | -7.8% | -2.9% | -10.6% |
| 3M | +1.6% | -6.9% | +8.5% | +1.6% |
| 6M | -17.6% | -12.2% | -5.4% | -17.1% |
| YTD | +11.6% | -21.1% | +32.7% | +12.5% |
| 1Y | +17.2% | -33.5% | +50.7% | +19.4% |
| All | +17.2% | -33.6% | +50.9% | +19.4% |
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