+35.1%
LMT vs CRL
+38.7%
-3.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.3% | -4.6% | +3.3% | -1.2% |
| 30D | -12.5% | +0.5% | -13.0% | -12.5% |
| 3M | -0.5% | +46.6% | -47.1% | -1.5% |
| 6M | -20.0% | +57.3% | -77.3% | -21.0% |
| YTD | +10.4% | +39.5% | -29.1% | +9.2% |
| 1Y | +17.7% | +76.9% | -59.2% | +16.1% |
| All | +35.1% | +38.7% | -3.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling