+37.3%
LMT vs TAP
-31.5%
+68.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | -8.2% | -9.4% | +1.2% | -7.7% |
| 3M | +3.7% | -0.8% | +4.5% | +3.6% |
| 6M | -19.2% | -14.7% | -4.4% | -18.4% |
| YTD | +12.9% | -13.9% | +26.8% | +13.5% |
| 1Y | +19.8% | -18.6% | +38.4% | +21.3% |
| 3Y | +37.3% | -32.0% | +69.3% | +42.2% |
| All | +37.3% | -31.5% | +68.8% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling