+205.2%
LMT vs CSGP
+61.5%
+143.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.0% |
| 7D | -5.6% | -3.2% | -2.5% | -5.2% |
| 30D | +18.4% | +2.2% | +16.1% | +17.5% |
| 3M | +0.6% | -3.7% | +4.3% | +0.5% |
| 6M | +20.6% | -7.4% | +28.0% | +20.8% |
| YTD | +27.0% | -54.9% | +81.8% | +41.3% |
| 1Y | +36.9% | -54.9% | +91.7% | +52.1% |
| 3Y | +46.9% | -61.9% | +108.8% | +64.7% |
| 5Y | +104.2% | -63.1% | +167.3% | +127.5% |
| 10Y | +205.2% | +65.1% | +140.1% | +148.5% |
| All | +205.2% | +61.5% | +143.8% | +148.5% |
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