+189.0%
LMT vs CRL
+249.3%
-60.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -0.5% | -6.9% | +6.4% | +0.3% |
| 30D | -10.8% | -3.2% | -7.6% | -10.5% |
| 3M | +1.6% | +46.5% | -44.9% | -3.5% |
| 6M | -17.6% | +63.1% | -80.7% | -23.1% |
| YTD | +11.6% | +36.9% | -25.3% | +6.2% |
| 1Y | +17.2% | +78.1% | -60.9% | +7.5% |
| 3Y | +35.7% | +36.7% | -1.0% | +24.9% |
| 5Y | +75.2% | -38.1% | +113.3% | +89.4% |
| All | +189.0% | +249.3% | -60.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling