+25.9%
LMT vs TRV
+54.4%
-28.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -7.1% |
| 7D | -5.5% | +3.9% | -9.4% | -5.8% |
| 30D | +17.5% | +13.5% | +4.0% | +16.3% |
| 3M | +1.6% | +8.9% | -7.3% | +0.8% |
| 6M | +16.3% | +36.8% | -20.5% | +16.2% |
| YTD | +25.3% | +42.7% | -17.4% | +26.9% |
| 1Y | +25.9% | +49.9% | -24.0% | +28.2% |
| All | +25.9% | +54.4% | -28.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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