+35.0%
LMT vs TDG
+52.1%
-17.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | -13.1% | -7.7% | -5.4% | -11.4% |
| 3M | -3.9% | -9.3% | +5.5% | -1.7% |
| 6M | -18.3% | -9.4% | -8.9% | -16.6% |
| YTD | +10.3% | -14.3% | +24.6% | +13.7% |
| 1Y | +14.2% | -11.8% | +26.1% | +16.9% |
| 3Y | +35.0% | +52.0% | -17.0% | +28.6% |
| All | +35.0% | +52.1% | -17.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 3y: compounded portfolio wealth divided by compounded TDG 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…
3y analysis · Full analysis span regression · 6 months rolling