+17.9%
LMT vs TNA
+70.0%
-52.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -8.5% | -4.9% | -3.6% | -8.3% |
| 3M | +1.8% | +0.4% | +1.4% | +1.4% |
| 6M | -19.9% | +32.5% | -52.5% | -22.1% |
| YTD | +10.6% | +53.7% | -43.2% | +6.2% |
| 1Y | +17.9% | +65.1% | -47.2% | +13.8% |
| All | +17.9% | +70.0% | -52.0% | +13.8% |
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