+40.6%
LMT vs CRBG
+117.3%
-76.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -13.1% | +2.6% | -15.7% | -13.3% |
| 3M | -3.9% | +24.0% | -27.9% | -5.6% |
| 6M | -18.3% | +50.5% | -68.8% | -21.1% |
| YTD | +10.3% | +17.1% | -6.8% | +8.6% |
| 1Y | +14.2% | +5.9% | +8.4% | +13.3% |
| 3Y | +35.0% | +122.7% | -87.7% | +20.0% |
| All | +40.6% | +117.3% | -76.6% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling