+190.4%
LMT vs TAP
-46.0%
+236.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -2.0% |
| 7D | +5.1% | +1.3% | +3.8% | +4.8% |
| 30D | +14.1% | +5.7% | +8.4% | +12.6% |
| 3M | +0.3% | -1.9% | +2.2% | +0.4% |
| 6M | +16.1% | +0.9% | +15.2% | +15.2% |
| YTD | +25.5% | -9.5% | +35.0% | +26.8% |
| 1Y | +34.1% | -9.0% | +43.1% | +35.3% |
| 3Y | +45.1% | -22.2% | +67.3% | +49.6% |
| 5Y | +100.9% | +1.2% | +99.7% | +88.6% |
| All | +190.4% | -46.0% | +236.4% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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