+3,107.6%
LMT vs TPR
+7,380.8%
-4,273.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | -2.3% | -4.0% | -6.0% |
| 30D | -8.5% | -23.0% | +14.5% | -5.2% |
| 3M | +1.8% | -12.5% | +14.3% | +3.3% |
| 6M | -19.9% | -21.4% | +1.5% | -17.7% |
| YTD | +10.6% | -3.5% | +14.1% | +10.1% |
| 1Y | +17.9% | +17.4% | +0.6% | +13.8% |
| 3Y | +27.0% | +291.3% | -264.3% | -0.7% |
| 5Y | +68.7% | +241.9% | -173.2% | +30.3% |
| 10Y | +181.1% | +322.7% | -141.6% | +92.1% |
| All | +3,107.6% | +7,380.8% | -4,273.1% | +1,732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling