+17.9%
LMT vs CTVA
+22.4%
-4.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.4% |
| 7D | -6.3% | +4.9% | -11.2% | -6.3% |
| 30D | -8.5% | +11.9% | -20.4% | -8.8% |
| 3M | +1.8% | +13.7% | -11.8% | +1.0% |
| 6M | -19.9% | +13.1% | -33.1% | -20.6% |
| YTD | +10.6% | +32.0% | -21.4% | +9.3% |
| 1Y | +17.9% | +22.1% | -4.1% | +17.3% |
| All | +17.9% | +22.4% | -4.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling