+47.0%
LMT vs CPB
-37.1%
+84.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +4.8% | -5.8% | +10.7% | +5.4% |
| 30D | +19.9% | +16.5% | +3.4% | +17.8% |
| 3M | +0.2% | -1.1% | +1.3% | -0.2% |
| 6M | +17.4% | +11.5% | +6.0% | +15.2% |
| YTD | +27.2% | -15.7% | +42.9% | +28.5% |
| 1Y | +35.6% | -24.7% | +60.3% | +38.8% |
| All | +47.0% | -37.1% | +84.1% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling