+103.7%
LMT vs CRL
-13.0%
+116.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.0% |
| 7D | +4.8% | +8.9% | -4.0% | +4.6% |
| 30D | +19.9% | +14.0% | +5.9% | +19.5% |
| 3M | +0.2% | +19.8% | -19.7% | -0.2% |
| 6M | +17.4% | +102.0% | -84.6% | +15.4% |
| YTD | +27.2% | +70.8% | -43.7% | +25.3% |
| 1Y | +35.6% | +98.7% | -63.1% | +33.3% |
| 3Y | +47.1% | +98.2% | -51.1% | +43.4% |
| 5Y | +103.7% | -11.7% | +115.4% | +95.0% |
| All | +103.7% | -13.0% | +116.7% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling