+36.2%
LMT vs TOST
+96.7%
-60.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -11.0% | +9.4% | -20.4% | -10.9% |
| 30D | +13.6% | +13.5% | +0.1% | +13.7% |
| 3M | -2.1% | -0.1% | -2.0% | -2.1% |
| 6M | +11.7% | +22.5% | -10.8% | +11.9% |
| YTD | +19.4% | -2.4% | +21.7% | +19.5% |
| 1Y | +24.1% | -4.7% | +28.8% | +24.2% |
| 3Y | +36.2% | +103.2% | -67.1% | +33.8% |
| All | +36.2% | +96.7% | -60.5% | +33.8% |
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 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