+36.5%
LMT vs TGT
+39.8%
-3.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -0.5% | -5.0% | +4.5% | -0.5% |
| 30D | -10.8% | +3.0% | -13.8% | -10.8% |
| 3M | +1.6% | +22.6% | -21.0% | +1.3% |
| 6M | -17.6% | +31.2% | -48.8% | -17.9% |
| YTD | +11.6% | +63.7% | -52.1% | +10.8% |
| 1Y | +17.2% | +78.5% | -61.3% | +16.3% |
| All | +36.5% | +39.8% | -3.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 3y: compounded portfolio wealth divided by compounded TGT 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…
3y analysis · Full analysis span regression · 6 months rolling