+11,252.2%
LMT vs CTAS
+23,248.6%
-11,996.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -13.1% | -0.7% | -12.3% | -12.9% |
| 3M | -3.9% | +11.1% | -14.9% | -6.3% |
| 6M | -18.3% | +2.1% | -20.4% | -19.0% |
| YTD | +10.3% | +8.0% | +2.4% | +8.0% |
| 1Y | +14.2% | -0.5% | +14.7% | +13.7% |
| 3Y | +35.0% | +66.2% | -31.2% | +18.7% |
| 5Y | +73.2% | +109.2% | -35.9% | +43.4% |
| 10Y | +186.8% | +689.5% | -502.6% | +76.4% |
| All | +11,252.2% | +23,248.6% | -11,996.4% | +3,844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling