+22.7%
LMT vs TEM
+46.9%
-24.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | -0.5% | -9.2% | +8.6% | -0.5% |
| 30D | -10.8% | +5.5% | -16.2% | -10.8% |
| 3M | +1.6% | +18.7% | -17.1% | +1.4% |
| 6M | -17.6% | +15.4% | -33.0% | -17.8% |
| YTD | +11.6% | -0.5% | +12.1% | +11.4% |
| 1Y | +17.2% | -24.8% | +42.1% | +17.3% |
| All | +22.7% | +46.9% | -24.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling