+25.9%
LMT vs TRU
+2.1%
+23.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.6% | -11.4% | -7.1% |
| 7D | -5.5% | +10.5% | -16.0% | -6.1% |
| 30D | +17.5% | +28.7% | -11.2% | +16.0% |
| 3M | +1.6% | +0.7% | +0.9% | +1.3% |
| 6M | +16.3% | +19.3% | -3.0% | +14.8% |
| YTD | +25.3% | -3.7% | +29.0% | +24.0% |
| 1Y | +25.9% | +3.4% | +22.5% | +24.8% |
| All | +25.9% | +2.1% | +23.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling