+1,214.9%
LMT vs TNA
+944.8%
+270.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.6% |
| 7D | -1.3% | -3.6% | +2.3% | -0.8% |
| 30D | -12.5% | -10.1% | -2.5% | -11.3% |
| 3M | -0.5% | +2.7% | -3.2% | -1.2% |
| 6M | -20.0% | +38.4% | -58.4% | -24.5% |
| YTD | +10.4% | +45.4% | -35.0% | +3.2% |
| 1Y | +17.7% | +55.9% | -38.2% | +8.1% |
| 3Y | +34.3% | +109.8% | -75.5% | +10.3% |
| 5Y | +71.8% | -22.5% | +94.3% | +52.1% |
| 10Y | +187.0% | +87.5% | +99.4% | +84.2% |
| All | +1,214.9% | +944.8% | +270.2% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling