+71.8%
LMT vs TAP
-0.5%
+72.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.3% | -5.1% | +3.7% | -0.9% |
| 30D | -12.5% | -8.4% | -4.1% | -11.9% |
| 3M | -0.5% | -3.9% | +3.5% | -0.3% |
| 6M | -20.0% | -14.4% | -5.6% | -19.0% |
| YTD | +10.4% | -14.7% | +25.1% | +11.6% |
| 1Y | +17.7% | -18.7% | +36.4% | +19.6% |
| 3Y | +34.3% | -32.6% | +66.9% | +39.0% |
| 5Y | +71.8% | -1.4% | +73.2% | +62.7% |
| All | +71.8% | -0.5% | +72.3% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling