+25.9%
LMT vs TKO
+5.6%
+20.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.4% | -10.2% | -6.8% |
| 7D | -5.5% | +11.3% | -16.8% | -5.4% |
| 30D | +17.5% | +9.3% | +8.2% | +17.5% |
| 3M | +1.6% | +5.3% | -3.7% | +1.8% |
| 6M | +16.3% | +4.9% | +11.5% | +16.9% |
| YTD | +25.3% | -6.3% | +31.6% | +25.6% |
| 1Y | +25.9% | +4.9% | +21.0% | +24.6% |
| All | +25.9% | +5.6% | +20.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling