+35.0%
LMT vs TPG
+81.8%
-46.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -9.4% | +9.2% | +0.2% |
| 30D | -13.1% | -5.3% | -7.8% | -12.9% |
| 3M | -3.9% | +12.9% | -16.8% | -4.5% |
| 6M | -18.3% | +20.1% | -38.3% | -19.0% |
| YTD | +10.3% | -22.5% | +32.8% | +11.5% |
| 1Y | +14.2% | -19.7% | +33.9% | +15.3% |
| 3Y | +35.0% | +81.2% | -46.2% | +36.0% |
| All | +35.0% | +81.8% | -46.8% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling