+37.3%
LMT vs TLN
+494.5%
-457.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +2.1% |
| 7D | -1.5% | +10.9% | -12.4% | -1.4% |
| 30D | -8.2% | -6.3% | -1.9% | -8.3% |
| 3M | +3.7% | -10.7% | +14.4% | +3.6% |
| 6M | -19.2% | +1.6% | -20.8% | -19.2% |
| YTD | +12.9% | -13.1% | +25.9% | +12.6% |
| 1Y | +19.8% | -15.1% | +34.8% | +19.6% |
| 3Y | +37.3% | +495.0% | -457.7% | +37.5% |
| All | +37.3% | +494.5% | -457.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling