+4,165.5%
LMT vs TKO
+1,395.0%
+2,770.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -10.8% | -2.6% | -8.2% | -10.6% |
| 3M | +1.6% | -7.8% | +9.4% | +2.3% |
| 6M | -17.6% | -7.0% | -10.5% | -17.2% |
| YTD | +11.6% | -8.5% | +20.1% | +12.1% |
| 1Y | +17.2% | -1.3% | +18.5% | +16.7% |
| 3Y | +35.7% | +105.0% | -69.2% | +22.9% |
| 5Y | +75.2% | +292.9% | -217.7% | +45.1% |
| 10Y | +190.1% | +979.3% | -789.3% | +107.6% |
| All | +4,165.5% | +1,395.0% | +2,770.6% | +2,450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling