+280.8%
LMT vs TRU
+228.6%
+52.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.5% |
| 7D | -1.5% | -7.2% | +5.7% | -0.3% |
| 30D | -8.2% | -2.8% | -5.4% | -7.9% |
| 3M | +3.7% | +13.0% | -9.3% | +1.1% |
| 6M | -19.2% | +0.7% | -19.8% | -19.8% |
| YTD | +12.9% | -9.0% | +21.9% | +13.4% |
| 1Y | +19.8% | -16.3% | +36.1% | +21.8% |
| 3Y | +37.3% | -1.1% | +38.3% | +30.2% |
| 5Y | +74.4% | -36.0% | +110.4% | +83.7% |
| 10Y | +188.9% | +139.9% | +49.0% | +124.2% |
| All | +280.8% | +228.6% | +52.3% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling