+36.5%
LMT vs CRS
+620.4%
-583.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -0.5% | -4.1% | +3.6% | -0.4% |
| 30D | -10.8% | -16.6% | +5.8% | -10.2% |
| 3M | +1.6% | -14.3% | +15.9% | +2.1% |
| 6M | -17.6% | +11.6% | -29.1% | -17.9% |
| YTD | +11.6% | +42.6% | -31.0% | +10.2% |
| 1Y | +17.2% | +81.8% | -64.6% | +14.6% |
| All | +36.5% | +620.4% | -583.9% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling