+189.0%
LMT vs CTAS
+675.6%
-486.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -10.8% | -3.1% | -7.7% | -9.8% |
| 3M | +1.6% | +10.3% | -8.7% | -2.1% |
| 6M | -17.6% | +1.6% | -19.2% | -18.5% |
| YTD | +11.6% | +6.3% | +5.3% | +8.4% |
| 1Y | +17.2% | -0.5% | +17.7% | +16.4% |
| 3Y | +35.7% | +64.6% | -28.9% | +10.1% |
| 5Y | +75.2% | +106.0% | -30.8% | +28.1% |
| All | +189.0% | +675.6% | -486.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling