+106.8%
LMT vs TENB
+1.4%
+105.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | -1.5% | -5.0% | +3.5% | -1.1% |
| 30D | -8.2% | -7.4% | -0.9% | -7.8% |
| 3M | +3.7% | +22.3% | -18.5% | +1.3% |
| 6M | -19.2% | +60.2% | -79.3% | -23.3% |
| YTD | +12.9% | +43.2% | -30.4% | +7.9% |
| 1Y | +19.8% | +8.2% | +11.6% | +17.6% |
| 3Y | +37.3% | -23.8% | +61.1% | +37.6% |
| 5Y | +74.4% | -26.9% | +101.2% | +69.4% |
| All | +106.8% | +1.4% | +105.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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