+185.8%
LMT vs TRI
+196.2%
-10.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -0.2% | -7.9% | +7.7% | +1.6% |
| 30D | -13.1% | -4.5% | -8.6% | -12.4% |
| 3M | -3.9% | +22.1% | -26.0% | -9.8% |
| 6M | -18.3% | -2.8% | -15.5% | -19.1% |
| YTD | +10.3% | -23.4% | +33.8% | +16.8% |
| 1Y | +14.2% | -41.5% | +55.8% | +32.4% |
| 3Y | +35.0% | -19.2% | +54.2% | +34.1% |
| 5Y | +73.2% | -9.4% | +82.6% | +61.1% |
| All | +185.8% | +196.2% | -10.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling