+89.7%
LMT vs TOST
-38.4%
+128.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -11.0% | +9.4% | -20.4% | -11.0% |
| 30D | +13.6% | +13.5% | +0.1% | +13.5% |
| 3M | -2.1% | -0.1% | -2.0% | -2.1% |
| 6M | +11.7% | +22.5% | -10.8% | +11.5% |
| YTD | +19.4% | -2.4% | +21.7% | +19.3% |
| 1Y | +24.1% | -4.7% | +28.8% | +24.1% |
| 3Y | +36.2% | +103.2% | -67.1% | +33.9% |
| All | +89.7% | -38.4% | +128.1% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling