+26.0%
LMT vs TLN
+583.6%
-557.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -1.4% |
| 7D | -6.3% | +7.1% | -13.3% | -6.2% |
| 30D | -8.5% | -3.9% | -4.6% | -8.5% |
| 3M | +1.8% | -16.2% | +18.0% | +1.6% |
| 6M | -19.9% | -5.8% | -14.1% | -20.0% |
| YTD | +10.6% | -15.4% | +26.0% | +10.3% |
| 1Y | +17.9% | -16.7% | +34.6% | +17.8% |
| 3Y | +27.0% | +473.8% | -446.8% | +29.8% |
| All | +26.0% | +583.6% | -557.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling