+27.8%
LMT vs TOST
+55.9%
-28.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -6.3% | -3.4% | -2.9% | -6.3% |
| 30D | -8.5% | -2.4% | -6.1% | -8.5% |
| 3M | +1.8% | +34.6% | -32.8% | +1.8% |
| 6M | -19.9% | +15.2% | -35.1% | -19.9% |
| YTD | +10.6% | -4.4% | +15.0% | +10.7% |
| 1Y | +17.9% | -17.4% | +35.4% | +18.2% |
| All | +27.8% | +55.9% | -28.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling