+189.0%
LMT vs TAP
-50.5%
+239.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -5.3% | +4.7% | +0.5% |
| 30D | -10.8% | -7.4% | -3.4% | -9.5% |
| 3M | +1.6% | -4.9% | +6.5% | +2.3% |
| 6M | -17.6% | -14.2% | -3.4% | -15.3% |
| YTD | +11.6% | -14.8% | +26.4% | +14.4% |
| 1Y | +17.2% | -18.1% | +35.3% | +20.9% |
| 3Y | +35.7% | -32.7% | +68.4% | +44.7% |
| 5Y | +75.2% | -0.5% | +75.7% | +64.9% |
| All | +189.0% | -50.5% | +239.6% | +164.6% |
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