+25.9%
LMT vs TLN
-17.6%
+43.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.5% | +1.7% | -6.9% |
| 7D | -5.5% | -6.0% | +0.5% | -5.5% |
| 30D | +17.5% | -1.5% | +19.0% | +17.3% |
| 3M | +1.6% | -3.9% | +5.5% | +1.5% |
| 6M | +16.3% | -15.0% | +31.3% | +16.2% |
| YTD | +25.3% | -12.8% | +38.1% | +24.1% |
| 1Y | +25.9% | -17.3% | +43.2% | +24.8% |
| All | +25.9% | -17.6% | +43.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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