+4,701.4%
LMT vs CRL
+1,633.2%
+3,068.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +14.1% | +11.9% | +2.2% | +12.0% |
| 3M | +0.3% | +20.2% | -19.9% | -2.8% |
| 6M | +16.1% | +107.5% | -91.4% | +3.2% |
| YTD | +25.5% | +69.4% | -44.0% | +14.2% |
| 1Y | +34.1% | +99.7% | -65.6% | +19.0% |
| 3Y | +45.1% | +98.8% | -53.7% | +23.6% |
| 5Y | +100.9% | -12.4% | +113.4% | +92.7% |
| 10Y | +199.4% | +352.9% | -153.4% | +104.2% |
| All | +4,701.4% | +1,633.2% | +3,068.2% | +2,774.2% |
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