+17.9%
LMT vs CRBG
+3.6%
+14.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -6.3% | +5.7% | -12.0% | -6.6% |
| 30D | -8.5% | +2.6% | -11.1% | -8.6% |
| 3M | +1.8% | +31.6% | -29.8% | -0.3% |
| 6M | -19.9% | +32.8% | -52.8% | -21.7% |
| YTD | +10.6% | +16.5% | -5.9% | +9.6% |
| 1Y | +17.9% | +6.1% | +11.9% | +18.3% |
| All | +17.9% | +3.6% | +14.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling