+2,163.9%
LMT vs CSGP
+3,461.1%
-1,297.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -3.0% |
| 7D | -10.5% | +13.9% | -24.4% | -11.8% |
| 30D | +12.9% | +16.0% | -3.1% | +10.9% |
| 3M | +0.4% | +6.1% | -5.7% | -0.7% |
| 6M | +14.7% | -8.2% | +22.8% | +14.8% |
| YTD | +21.3% | -52.3% | +73.6% | +29.7% |
| 1Y | +24.9% | -54.5% | +79.4% | +34.2% |
| 3Y | +37.7% | -58.6% | +96.3% | +47.9% |
| 5Y | +93.8% | -61.5% | +155.3% | +106.9% |
| 10Y | +217.5% | +74.7% | +142.8% | +187.6% |
| All | +2,163.9% | +3,461.1% | -1,297.3% | +1,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling