+27.8%
LMT vs CSGP
-61.9%
+89.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | -6.3% | -4.1% | -2.2% | -6.0% |
| 30D | -8.5% | +2.3% | -10.8% | -8.7% |
| 3M | +1.8% | -8.2% | +10.0% | +2.2% |
| 6M | -19.9% | -35.1% | +15.1% | -17.8% |
| YTD | +10.6% | -54.0% | +64.6% | +15.9% |
| 1Y | +17.9% | -65.3% | +83.3% | +25.9% |
| All | +27.8% | -61.9% | +89.7% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling