+101.7%
LMT vs TOST
-47.1%
+148.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.5% |
| 7D | -5.6% | +3.0% | -8.6% | -5.6% |
| 30D | +18.4% | +10.3% | +8.1% | +18.3% |
| 3M | +0.6% | -3.3% | +3.9% | +0.6% |
| 6M | +20.6% | +37.8% | -17.2% | +20.3% |
| YTD | +27.0% | -2.8% | +29.7% | +26.9% |
| 1Y | +36.9% | -9.6% | +46.4% | +36.9% |
| 3Y | +46.9% | +144.6% | -97.8% | +44.7% |
| 5Y | +104.2% | -31.0% | +135.2% | +99.6% |
| All | +101.7% | -47.1% | +148.9% | +97.8% |
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