+185.8%
LMT vs TD
+306.3%
-120.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -13.1% | -1.9% | -11.2% | -12.5% |
| 3M | -3.9% | +4.8% | -8.6% | -5.8% |
| 6M | -18.3% | +28.0% | -46.2% | -26.0% |
| YTD | +10.3% | +30.3% | -20.0% | -0.9% |
| 1Y | +14.2% | +59.8% | -45.5% | -5.5% |
| 3Y | +35.0% | +124.7% | -89.7% | -4.2% |
| 5Y | +73.2% | +127.0% | -53.7% | +18.3% |
| All | +185.8% | +306.3% | -120.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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