+71.8%
LMT vs CPB
-38.1%
+109.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -1.3% | -8.0% | +6.7% | -0.2% |
| 30D | -12.5% | -2.4% | -10.1% | -12.3% |
| 3M | -0.5% | +0.5% | -1.0% | -0.9% |
| 6M | -20.0% | -10.5% | -9.6% | -19.0% |
| YTD | +10.4% | -17.5% | +27.9% | +13.2% |
| 1Y | +17.7% | -31.0% | +48.7% | +24.5% |
| 3Y | +34.3% | -40.6% | +74.9% | +45.0% |
| 5Y | +71.8% | -37.7% | +109.5% | +88.0% |
| All | +71.8% | -38.1% | +109.9% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling