+17.9%
LMT vs TPG
-6.0%
+24.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | -6.3% | -2.4% | -3.8% | -6.1% |
| 30D | -8.5% | +11.1% | -19.6% | -9.4% |
| 3M | +1.8% | +26.3% | -24.4% | -0.5% |
| 6M | -19.9% | +18.3% | -38.3% | -21.2% |
| YTD | +10.6% | -14.4% | +25.0% | +15.4% |
| 1Y | +17.9% | -6.7% | +24.7% | +22.5% |
| All | +17.9% | -6.0% | +24.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling