+82.9%
LMT vs CPNG
-76.7%
+159.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.1% |
| 7D | -1.5% | -6.3% | +4.7% | -1.5% |
| 30D | -8.2% | -8.7% | +0.5% | -8.1% |
| 3M | +3.7% | -2.4% | +6.2% | +3.8% |
| 6M | -19.2% | -22.3% | +3.2% | -19.0% |
| YTD | +12.9% | -37.2% | +50.1% | +13.2% |
| 1Y | +19.8% | -53.0% | +72.8% | +20.4% |
| 3Y | +37.3% | -20.0% | +57.3% | +37.3% |
| 5Y | +74.4% | -52.8% | +127.1% | +71.9% |
| All | +82.9% | -76.7% | +159.6% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling