+51.8%
LMT vs TE
-52.9%
+104.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -13.1% | -5.9% | -7.1% | -13.1% |
| 3M | -3.9% | -45.6% | +41.7% | -4.0% |
| 6M | -18.3% | -43.4% | +25.1% | -18.4% |
| YTD | +10.3% | -31.0% | +41.3% | +10.1% |
| 1Y | +14.2% | +145.2% | -131.0% | +13.7% |
| 3Y | +35.0% | -24.1% | +59.0% | +35.1% |
| 5Y | +73.2% | -48.1% | +121.4% | +74.4% |
| All | +51.8% | -52.9% | +104.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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