+2,525.0%
LMT vs TD
+7,879.0%
-5,354.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.1% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -8.5% | +0.4% | -8.9% | -8.6% |
| 3M | +1.8% | +7.6% | -5.8% | -0.4% |
| 6M | -19.9% | +25.0% | -44.9% | -25.0% |
| YTD | +10.6% | +31.0% | -20.4% | +2.2% |
| 1Y | +17.9% | +65.2% | -47.2% | +2.1% |
| 3Y | +27.0% | +122.5% | -95.5% | 0.0% |
| 5Y | +68.7% | +124.8% | -56.1% | +30.9% |
| 10Y | +181.1% | +298.2% | -117.1% | +84.4% |
| All | +2,525.0% | +7,879.0% | -5,354.0% | +843.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling