+55.2%
LMT vs TE
-48.3%
+103.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.0% | -7.9% | +2.1% |
| 7D | -1.5% | +18.2% | -19.8% | -1.5% |
| 30D | -8.2% | -13.5% | +5.3% | -8.3% |
| 3M | +3.7% | -44.6% | +48.3% | +3.7% |
| 6M | -19.2% | -24.7% | +5.5% | -19.3% |
| YTD | +12.9% | -24.3% | +37.1% | +12.6% |
| 1Y | +19.8% | +155.6% | -135.8% | +19.2% |
| 3Y | +37.3% | -18.3% | +55.5% | +37.5% |
| 5Y | +74.4% | -41.3% | +115.7% | +75.6% |
| All | +55.2% | -48.3% | +103.5% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling