+4,766.3%
LMT vs CRL
+1,647.7%
+3,118.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +4.8% | +8.9% | -4.0% | +3.5% |
| 30D | +19.9% | +14.0% | +5.9% | +17.3% |
| 3M | +0.2% | +19.8% | -19.7% | -2.9% |
| 6M | +17.4% | +102.0% | -84.6% | +4.8% |
| YTD | +27.2% | +70.8% | -43.7% | +15.6% |
| 1Y | +35.6% | +98.7% | -63.1% | +20.4% |
| 3Y | +47.1% | +98.2% | -51.1% | +25.4% |
| 5Y | +103.7% | -11.7% | +115.4% | +95.1% |
| 10Y | +203.5% | +356.7% | -153.2% | +106.7% |
| All | +4,766.3% | +1,647.7% | +3,118.5% | +2,809.4% |
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