+185.8%
LMT vs TNA
+86.1%
+99.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.2% | -7.3% | +7.1% | +0.7% |
| 30D | -13.1% | -14.2% | +1.1% | -11.5% |
| 3M | -3.9% | -4.6% | +0.7% | -3.7% |
| 6M | -18.3% | +36.9% | -55.2% | -22.3% |
| YTD | +10.3% | +42.5% | -32.2% | +4.1% |
| 1Y | +14.2% | +45.8% | -31.5% | +6.8% |
| 3Y | +35.0% | +104.7% | -69.7% | +13.1% |
| 5Y | +73.2% | -21.7% | +94.9% | +56.1% |
| All | +185.8% | +86.1% | +99.7% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling