+190.4%
LMT vs CTAS
+814.6%
-624.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +5.1% | +2.0% | +3.1% | +4.4% |
| 30D | +14.1% | +8.7% | +5.4% | +10.9% |
| 3M | +0.3% | +13.3% | -13.0% | -4.1% |
| 6M | +16.1% | +39.4% | -23.3% | +3.0% |
| YTD | +25.5% | +21.5% | +4.0% | +16.3% |
| 1Y | +34.1% | +21.9% | +12.2% | +24.1% |
| 3Y | +45.1% | +73.6% | -28.6% | +15.8% |
| 5Y | +100.9% | +116.2% | -15.3% | +45.2% |
| All | +190.4% | +814.6% | -624.2% | +20.2% |
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