+73.0%
LMT vs TRU
-35.6%
+108.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | -2.0% | -11.0% | -13.0% |
| 3M | -3.9% | +18.4% | -22.3% | -4.9% |
| 6M | -18.3% | +8.9% | -27.1% | -18.8% |
| YTD | +10.3% | -8.9% | +19.3% | +10.5% |
| 1Y | +14.2% | -15.9% | +30.1% | +14.9% |
| 3Y | +35.0% | -1.1% | +36.1% | +33.3% |
| All | +73.0% | -35.6% | +108.6% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling