-18.3%
LMT vs TDG
-9.7%
-8.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -13.1% | -7.7% | -5.4% | -10.8% |
| 3M | -3.9% | -9.3% | +5.5% | -1.0% |
| 6M | -18.3% | -9.4% | -8.9% | -16.4% |
| All | -18.3% | -9.7% | -8.5% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling