+855.6%
LMT vs TEL
+707.4%
+148.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | +1.2% | -2.6% | -1.7% |
| 30D | -12.5% | -4.1% | -8.4% | -11.6% |
| 3M | -0.5% | -2.6% | +2.1% | -0.3% |
| 6M | -20.0% | 0.0% | -20.0% | -21.0% |
| YTD | +10.4% | -9.1% | +19.5% | +11.7% |
| 1Y | +17.7% | -0.8% | +18.5% | +15.5% |
| 3Y | +34.3% | +67.4% | -33.1% | +9.8% |
| 5Y | +71.8% | +51.8% | +20.1% | +41.2% |
| 10Y | +187.0% | +299.4% | -112.5% | +64.1% |
| All | +855.6% | +707.4% | +148.3% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling