+35.6%
LMT vs TPR
+29.9%
+5.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +4.8% | -1.1% | +6.0% | +4.9% |
| 30D | +19.9% | +15.1% | +4.8% | +18.6% |
| 3M | +0.2% | -13.4% | +13.6% | +1.2% |
| 6M | +17.4% | +1.4% | +16.1% | +16.8% |
| YTD | +27.2% | +4.8% | +22.4% | +25.2% |
| 1Y | +35.6% | +29.2% | +6.4% | +34.0% |
| All | +35.6% | +29.9% | +5.7% | +34.0% |
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