+88.8%
LMT vs CTVA
+208.7%
-119.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.2% | -4.5% | +4.3% | +0.9% |
| 30D | -13.1% | +11.3% | -24.4% | -15.5% |
| 3M | -3.9% | +12.3% | -16.2% | -7.2% |
| 6M | -18.3% | +7.2% | -25.4% | -20.3% |
| YTD | +10.3% | +26.0% | -15.7% | +3.1% |
| 1Y | +14.2% | +16.0% | -1.8% | +8.6% |
| 3Y | +35.0% | +73.9% | -38.9% | +12.2% |
| 5Y | +73.2% | +103.8% | -30.5% | +34.6% |
| All | +88.8% | +208.7% | -119.9% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling