+36.5%
LMT vs CPNG
-21.7%
+58.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | -5.4% | +4.9% | -0.3% |
| 30D | -10.8% | -11.1% | +0.3% | -10.4% |
| 3M | +1.6% | -3.0% | +4.6% | +1.8% |
| 6M | -17.6% | -23.5% | +6.0% | -17.1% |
| YTD | +11.6% | -37.8% | +49.4% | +12.6% |
| 1Y | +17.2% | -54.3% | +71.6% | +19.3% |
| All | +36.5% | -21.7% | +58.2% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling