+35.0%
LMT vs TRI
-18.9%
+53.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -0.2% | -7.9% | +7.7% | +0.3% |
| 30D | -13.1% | -4.5% | -8.6% | -12.9% |
| 3M | -3.9% | +22.1% | -26.0% | -5.5% |
| 6M | -18.3% | -2.8% | -15.5% | -18.7% |
| YTD | +10.3% | -23.4% | +33.8% | +12.9% |
| 1Y | +14.2% | -41.5% | +55.8% | +20.7% |
| 3Y | +35.0% | -19.2% | +54.2% | +37.1% |
| All | +35.0% | -18.9% | +53.9% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling