+208.6%
LMT vs CSGP
+63.3%
+145.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.9% |
| 7D | -11.0% | +1.3% | -12.2% | -11.2% |
| 30D | +13.6% | +10.7% | +2.9% | +11.5% |
| 3M | -2.1% | +3.3% | -5.4% | -3.2% |
| 6M | +11.7% | -10.3% | +22.0% | +12.4% |
| YTD | +19.4% | -54.6% | +73.9% | +32.7% |
| 1Y | +24.1% | -54.6% | +78.7% | +37.8% |
| 3Y | +36.2% | -60.3% | +96.5% | +51.7% |
| 5Y | +90.7% | -63.3% | +154.0% | +113.0% |
| All | +208.6% | +63.3% | +145.3% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling