+185.8%
LMT vs TRV
+306.9%
-121.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.9% |
| 7D | -0.2% | +1.9% | -2.1% | -0.9% |
| 30D | -13.1% | +1.7% | -14.8% | -13.6% |
| 3M | -3.9% | +23.9% | -27.8% | -11.5% |
| 6M | -18.3% | +26.3% | -44.5% | -25.4% |
| YTD | +10.3% | +30.8% | -20.5% | -0.8% |
| 1Y | +14.2% | +36.3% | -22.1% | +0.9% |
| 3Y | +35.0% | +145.0% | -110.0% | -7.7% |
| 5Y | +73.2% | +163.9% | -90.6% | +12.9% |
| All | +185.8% | +306.9% | -121.1% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling