+93.1%
LMT vs CTVA
+216.1%
-123.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.6% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | -8.2% | +12.0% | -20.3% | -10.9% |
| 3M | +3.7% | +13.5% | -9.7% | -0.1% |
| 6M | -19.2% | +12.1% | -31.3% | -22.1% |
| YTD | +12.9% | +29.0% | -16.2% | +4.8% |
| 1Y | +19.8% | +18.9% | +0.9% | +13.2% |
| 3Y | +37.3% | +78.9% | -41.6% | +13.3% |
| 5Y | +74.4% | +105.2% | -30.9% | +35.4% |
| All | +93.1% | +216.1% | -123.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling