+75.2%
LMT vs TRGP
+627.0%
-551.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.5% | -0.6% | 0.0% | -0.4% |
| 30D | -10.8% | +10.0% | -20.7% | -12.1% |
| 3M | +1.6% | +7.6% | -6.0% | +0.2% |
| 6M | -17.6% | +26.8% | -44.3% | -21.0% |
| YTD | +11.6% | +60.6% | -49.0% | +2.7% |
| 1Y | +17.2% | +82.5% | -65.2% | +5.4% |
| 3Y | +35.7% | +265.0% | -229.3% | +1.9% |
| 5Y | +75.2% | +645.9% | -570.7% | +12.1% |
| All | +75.2% | +627.0% | -551.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling