+181.4%
LMT vs CSGP
+45.2%
+136.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -6.3% | -4.1% | -2.2% | -5.7% |
| 30D | -8.5% | +2.3% | -10.8% | -9.0% |
| 3M | +1.8% | -8.2% | +10.0% | +2.7% |
| 6M | -19.9% | -35.1% | +15.1% | -15.0% |
| YTD | +10.6% | -54.0% | +64.6% | +23.4% |
| 1Y | +17.9% | -65.3% | +83.3% | +37.5% |
| 3Y | +27.0% | -62.6% | +89.5% | +43.6% |
| 5Y | +68.7% | -64.8% | +133.5% | +91.0% |
| All | +181.4% | +45.2% | +136.2% | +127.0% |
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