+17.9%
LMT vs CRS
+102.1%
-84.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | -6.3% | -0.2% | -6.0% | -6.3% |
| 30D | -8.5% | -16.6% | +8.1% | -8.0% |
| 3M | +1.8% | -3.5% | +5.3% | +2.0% |
| 6M | -19.9% | +15.4% | -35.4% | -20.0% |
| YTD | +10.6% | +51.2% | -40.6% | +10.7% |
| 1Y | +17.9% | +98.3% | -80.3% | +17.6% |
| All | +17.9% | +102.1% | -84.1% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling