+1,963.9%
LMT vs CSGP
+3,334.4%
-1,370.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | -6.3% | -4.1% | -2.2% | -5.8% |
| 30D | -8.5% | +2.3% | -10.8% | -8.8% |
| 3M | +1.8% | -8.2% | +10.0% | +2.4% |
| 6M | -19.9% | -35.1% | +15.1% | -16.6% |
| YTD | +10.6% | -54.0% | +64.6% | +19.1% |
| 1Y | +17.9% | -65.3% | +83.3% | +30.7% |
| 3Y | +27.0% | -62.6% | +89.5% | +38.2% |
| 5Y | +68.7% | -64.8% | +133.5% | +82.3% |
| 10Y | +181.1% | +45.1% | +136.0% | +159.9% |
| All | +1,963.9% | +3,334.4% | -1,370.5% | +1,305.9% |
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 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