+12,982.6%
LMT vs CPB
+345.1%
+12,637.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +4.8% | -5.8% | +10.7% | +6.1% |
| 30D | +19.9% | +16.5% | +3.4% | +15.8% |
| 3M | +0.2% | -1.1% | +1.3% | -0.1% |
| 6M | +17.4% | +11.5% | +6.0% | +13.8% |
| YTD | +27.2% | -15.7% | +42.9% | +30.2% |
| 1Y | +35.6% | -24.7% | +60.3% | +42.1% |
| 3Y | +47.1% | -37.3% | +84.4% | +58.5% |
| 5Y | +103.7% | -35.0% | +138.7% | +116.2% |
| 10Y | +203.5% | -41.0% | +244.5% | +219.3% |
| All | +12,982.6% | +345.1% | +12,637.5% | +8,494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling