+185.8%
LMT vs TEL
+316.2%
-130.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.9% |
| 7D | -0.2% | +1.6% | -1.8% | -0.6% |
| 30D | -13.1% | -0.7% | -12.4% | -13.1% |
| 3M | -3.9% | +2.4% | -6.3% | -4.9% |
| 6M | -18.3% | +4.1% | -22.4% | -19.8% |
| YTD | +10.3% | -5.8% | +16.2% | +10.5% |
| 1Y | +14.2% | +0.9% | +13.4% | +12.0% |
| 3Y | +35.0% | +72.6% | -37.6% | +12.0% |
| 5Y | +73.2% | +57.5% | +15.7% | +44.1% |
| All | +185.8% | +316.2% | -130.4% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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