+96.8%
LMT vs TOST
-46.7%
+143.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -8.5% | +4.0% | -12.6% | -8.6% |
| 30D | +15.4% | +11.1% | +4.4% | +15.4% |
| 3M | +0.7% | +0.8% | -0.2% | +0.6% |
| 6M | +17.6% | +38.8% | -21.2% | +17.3% |
| YTD | +23.8% | -2.1% | +25.9% | +23.8% |
| 1Y | +31.6% | -6.0% | +37.7% | +31.7% |
| 3Y | +44.0% | +149.8% | -105.8% | +41.8% |
| 5Y | +98.8% | -42.8% | +141.6% | +92.9% |
| All | +96.8% | -46.7% | +143.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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