+75.0%
LMT vs TRV
+157.5%
-82.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -0.5% | -1.5% | +0.9% | -0.2% |
| 30D | -10.8% | -1.8% | -9.0% | -10.4% |
| 3M | +1.6% | +21.6% | -20.0% | -3.7% |
| 6M | -17.6% | +22.5% | -40.0% | -22.1% |
| YTD | +11.6% | +28.1% | -16.6% | +4.0% |
| 1Y | +17.2% | +37.0% | -19.8% | +7.0% |
| 3Y | +35.7% | +141.9% | -106.2% | +1.7% |
| All | +75.0% | +157.5% | -82.5% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling