+25.9%
LMT vs TNA
+37.5%
-11.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.4% | -11.3% | -6.9% |
| 7D | -5.5% | +2.4% | -7.9% | -5.5% |
| 30D | +17.5% | -0.9% | +18.4% | +17.6% |
| 3M | +1.6% | -19.2% | +20.8% | +2.4% |
| 6M | +16.3% | -0.8% | +17.2% | +15.6% |
| YTD | +25.3% | +33.2% | -7.9% | +22.0% |
| 1Y | +25.9% | +38.5% | -12.6% | +22.9% |
| All | +25.9% | +37.5% | -11.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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