+190.4%
LMT vs CSGP
+65.8%
+124.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | +5.1% | +1.3% | +3.8% | +4.9% |
| 30D | +14.1% | +2.8% | +11.3% | +13.3% |
| 3M | +0.3% | -6.3% | +6.6% | +0.7% |
| 6M | +16.1% | -3.2% | +19.3% | +15.5% |
| YTD | +25.5% | -54.0% | +79.4% | +39.1% |
| 1Y | +34.1% | -54.8% | +89.0% | +49.0% |
| 3Y | +45.1% | -60.6% | +105.7% | +61.7% |
| 5Y | +100.9% | -62.6% | +163.6% | +123.5% |
| All | +190.4% | +65.8% | +124.6% | +145.5% |
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