+1,145.7%
LMT vs TRGP
+2,265.4%
-1,119.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | -8.2% | +14.6% | -22.8% | -9.5% |
| 3M | +3.7% | +11.9% | -8.2% | +2.4% |
| 6M | -19.2% | +25.3% | -44.4% | -21.1% |
| YTD | +12.9% | +61.9% | -49.0% | +7.3% |
| 1Y | +19.8% | +87.3% | -67.5% | +12.1% |
| 3Y | +37.3% | +268.0% | -230.7% | +18.9% |
| 5Y | +74.4% | +638.2% | -563.8% | +40.6% |
| 10Y | +188.9% | +821.9% | -633.0% | +120.5% |
| All | +1,145.7% | +2,265.4% | -1,119.6% | +653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling