+103.7%
LMT vs CTAS
+118.4%
-14.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.0% |
| 3M | +0.2% | +12.1% | -11.9% | -2.7% |
| 6M | +17.4% | +38.3% | -20.8% | +7.9% |
| YTD | +27.2% | +21.9% | +5.3% | +20.3% |
| 1Y | +35.6% | +24.0% | +11.6% | +27.7% |
| 3Y | +47.1% | +75.1% | -28.0% | +25.1% |
| 5Y | +103.7% | +116.9% | -13.3% | +60.9% |
| All | +103.7% | +118.4% | -14.7% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling