+12,982.6%
LMT vs TAP
+803.5%
+12,179.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +4.8% | -6.3% | +11.2% | +5.8% |
| 30D | +19.9% | +2.7% | +17.2% | +19.3% |
| 3M | +0.2% | -3.7% | +3.9% | +0.5% |
| 6M | +17.4% | -2.0% | +19.5% | +17.3% |
| YTD | +27.2% | -12.3% | +39.5% | +28.7% |
| 1Y | +35.6% | -10.1% | +45.7% | +36.7% |
| 3Y | +47.1% | -25.3% | +72.4% | +50.9% |
| 5Y | +103.7% | -1.9% | +105.6% | +99.2% |
| 10Y | +203.5% | -47.8% | +251.3% | +212.8% |
| All | +12,982.6% | +803.5% | +12,179.0% | +9,416.5% |
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