+73.0%
LMT vs TGT
-25.8%
+98.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -5.2% | +5.0% | +0.1% |
| 30D | -13.1% | +1.2% | -14.3% | -13.2% |
| 3M | -3.9% | +18.4% | -22.3% | -5.0% |
| 6M | -18.3% | +33.4% | -51.7% | -19.9% |
| YTD | +10.3% | +63.8% | -53.5% | +6.6% |
| 1Y | +14.2% | +77.2% | -62.9% | +9.7% |
| 3Y | +35.0% | +41.8% | -6.8% | +29.0% |
| All | +73.0% | -25.8% | +98.9% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling