+47.0%
LMT vs CTAS
+75.3%
-28.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +4.8% | +0.5% | +4.4% | +4.7% |
| 30D | +19.9% | +10.2% | +9.6% | +17.2% |
| 3M | +0.2% | +12.1% | -11.9% | -2.4% |
| 6M | +17.4% | +38.3% | -20.8% | +8.7% |
| YTD | +27.2% | +21.9% | +5.3% | +20.8% |
| 1Y | +35.6% | +24.0% | +11.6% | +28.2% |
| All | +47.0% | +75.3% | -28.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling