+107.6%
LMT vs CSGP
-63.2%
+170.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | +2.5% | -7.1% | +9.6% | +3.0% |
| 30D | +19.2% | +3.6% | +15.6% | +18.8% |
| 3M | +2.7% | -2.7% | +5.4% | +2.6% |
| 6M | +20.6% | -8.1% | +28.7% | +20.8% |
| YTD | +28.4% | -55.0% | +83.4% | +33.8% |
| 1Y | +36.9% | -55.8% | +92.7% | +42.8% |
| 3Y | +48.5% | -62.0% | +110.5% | +55.1% |
| 5Y | +107.6% | -62.9% | +170.5% | +117.4% |
| All | +107.6% | -63.2% | +170.9% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling