+73.0%
LMT vs TKO
+291.2%
-218.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.2% |
| 30D | -13.1% | -2.5% | -10.6% | -13.0% |
| 3M | -3.9% | -10.6% | +6.7% | -3.7% |
| 6M | -18.3% | -5.1% | -13.2% | -18.2% |
| YTD | +10.3% | -8.2% | +18.6% | +10.4% |
| 1Y | +14.2% | -4.4% | +18.7% | +14.2% |
| 3Y | +35.0% | +100.4% | -65.4% | +34.4% |
| All | +73.0% | +291.2% | -218.2% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling