+44.9%
LMT vs TLN
+733.8%
-688.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | +4.8% | +22.3% | -17.4% | +5.1% |
| 30D | +19.9% | +1.2% | +18.7% | +19.8% |
| 3M | +0.2% | +5.9% | -5.7% | +0.3% |
| 6M | +17.4% | +3.2% | +14.2% | +17.5% |
| YTD | +27.2% | +3.2% | +24.0% | +27.1% |
| 1Y | +35.6% | +5.2% | +30.4% | +35.7% |
| 3Y | +47.1% | +606.3% | -559.2% | +50.3% |
| All | +44.9% | +733.8% | -688.9% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling