+78.9%
LMT vs CPNG
-76.2%
+155.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.2% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | -13.1% | -7.4% | -5.7% | -13.0% |
| 3M | -3.9% | -12.3% | +8.5% | -3.7% |
| 6M | -18.3% | -19.4% | +1.2% | -18.2% |
| YTD | +10.3% | -35.9% | +46.2% | +10.6% |
| 1Y | +14.2% | -53.4% | +67.6% | +14.8% |
| 3Y | +35.0% | -20.0% | +55.0% | +35.0% |
| 5Y | +73.2% | -49.6% | +122.8% | +71.0% |
| All | +78.9% | -76.2% | +155.0% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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