+11,252.2%
LMT vs CRH
+6,046.1%
+5,206.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.2% | -6.1% | +5.9% | +0.5% |
| 30D | -13.1% | -9.3% | -3.8% | -12.1% |
| 3M | -3.9% | -15.2% | +11.3% | -2.1% |
| 6M | -18.3% | -14.2% | -4.1% | -17.1% |
| YTD | +10.3% | -28.3% | +38.6% | +14.4% |
| 1Y | +14.2% | -21.8% | +36.0% | +17.1% |
| 3Y | +35.0% | +71.6% | -36.6% | +23.7% |
| 5Y | +73.2% | +96.6% | -23.4% | +54.1% |
| 10Y | +186.8% | +253.8% | -67.0% | +133.7% |
| All | +11,252.2% | +6,046.1% | +5,206.1% | +8,039.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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