+4,131.4%
LMT vs CRL
+1,379.5%
+2,751.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.2% |
| 7D | -6.3% | -1.0% | -5.2% | -6.1% |
| 30D | -8.5% | +10.7% | -19.2% | -9.9% |
| 3M | +1.8% | +55.3% | -53.5% | -5.0% |
| 6M | -19.9% | +60.7% | -80.6% | -26.1% |
| YTD | +10.6% | +44.6% | -34.1% | +3.4% |
| 1Y | +17.9% | +77.7% | -59.8% | +6.5% |
| 3Y | +27.0% | +37.6% | -10.7% | +15.0% |
| 5Y | +68.7% | -35.8% | +104.5% | +70.5% |
| 10Y | +181.1% | +241.7% | -60.7% | +100.7% |
| All | +4,131.4% | +1,379.5% | +2,751.9% | +2,501.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling