+24.9%
LMT vs CRBG
+13.0%
+11.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.8% |
| 7D | -10.5% | -3.0% | -7.5% | -10.3% |
| 30D | +12.9% | -2.6% | +15.6% | +13.1% |
| 3M | +0.4% | +2.7% | -2.3% | +0.2% |
| 6M | +14.7% | +22.2% | -7.6% | +13.0% |
| YTD | +21.3% | +16.5% | +4.8% | +20.6% |
| 1Y | +24.9% | +16.9% | +8.0% | +24.6% |
| All | +24.9% | +13.0% | +11.9% | +24.6% |
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