+185.8%
LMT vs CRS
+1,392.1%
-1,206.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -0.2% | -6.8% | +6.6% | +0.7% |
| 30D | -13.1% | -16.1% | +3.1% | -11.1% |
| 3M | -3.9% | -21.2% | +17.3% | -1.1% |
| 6M | -18.3% | +8.7% | -26.9% | -19.7% |
| YTD | +10.3% | +41.0% | -30.6% | +4.3% |
| 1Y | +14.2% | +82.7% | -68.4% | +3.6% |
| 3Y | +35.0% | +604.8% | -569.8% | -3.3% |
| 5Y | +73.2% | +1,384.7% | -1,311.5% | +5.5% |
| All | +185.8% | +1,392.1% | -1,206.2% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling