+12,961.6%
LMT vs TAP
+813.1%
+12,148.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -5.6% | -4.5% | -1.1% | -5.1% |
| 30D | +18.4% | +7.5% | +10.9% | +17.1% |
| 3M | +0.6% | -4.9% | +5.5% | +1.1% |
| 6M | +20.6% | -3.5% | +24.1% | +20.7% |
| YTD | +27.0% | -11.4% | +38.4% | +28.3% |
| 1Y | +36.9% | -10.8% | +47.6% | +38.1% |
| 3Y | +46.9% | -24.5% | +71.3% | +50.5% |
| 5Y | +104.2% | +2.5% | +101.7% | +98.5% |
| 10Y | +205.2% | -47.6% | +252.8% | +214.4% |
| All | +12,961.6% | +813.1% | +12,148.4% | +9,387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling