+25.9%
LMT vs TPR
+20.9%
+5.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -7.1% |
| 7D | -5.5% | +12.6% | -18.2% | -6.2% |
| 30D | +17.5% | +7.1% | +10.3% | +16.9% |
| 3M | +1.6% | -19.4% | +20.9% | +2.6% |
| 6M | +16.3% | -9.7% | +26.0% | +16.6% |
| YTD | +25.3% | -1.0% | +26.3% | +24.9% |
| 1Y | +25.9% | +19.3% | +6.6% | +27.7% |
| All | +25.9% | +20.9% | +5.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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