+72.0%
LMT vs CSGP
-64.7%
+136.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.1% |
| YTD | +10.6% | -54.0% | +64.6% | +15.2% |
| 1Y | +17.9% | -65.3% | +83.3% | +24.8% |
| 3Y | +27.0% | -62.6% | +89.5% | +32.8% |
| All | +72.0% | -64.7% | +136.7% | +76.8% |
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