+11,511.2%
LMT vs CRS
+9,808.6%
+1,702.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.6% |
| 7D | -1.5% | -3.1% | +1.5% | -1.1% |
| 30D | -8.2% | -19.6% | +11.4% | -5.4% |
| 3M | +3.7% | -8.1% | +11.8% | +4.7% |
| 6M | -19.2% | +18.6% | -37.7% | -21.7% |
| YTD | +12.9% | +45.9% | -33.0% | +5.7% |
| 1Y | +19.8% | +82.5% | -62.7% | +7.9% |
| 3Y | +37.3% | +648.9% | -611.6% | -3.0% |
| 5Y | +74.4% | +1,438.1% | -1,363.7% | +6.8% |
| 10Y | +188.9% | +1,327.0% | -1,138.1% | +64.8% |
| All | +11,511.2% | +9,808.6% | +1,702.6% | +4,106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling