+25.9%
LMT vs CSGP
-53.2%
+79.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -10.9% | -7.1% |
| 7D | -5.5% | +18.3% | -23.8% | -6.6% |
| 30D | +17.5% | +17.8% | -0.3% | +16.2% |
| 3M | +1.6% | +9.3% | -7.7% | +0.8% |
| 6M | +16.3% | -7.9% | +24.2% | +16.8% |
| YTD | +25.3% | -51.5% | +76.8% | +32.7% |
| 1Y | +25.9% | -53.3% | +79.2% | +33.1% |
| All | +25.9% | -53.2% | +79.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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