+11,511.2%
LMT vs TRV
+6,550.0%
+4,961.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -8.2% | -4.9% | -3.4% | -7.1% |
| 3M | +3.7% | +23.7% | -20.0% | -2.1% |
| 6M | -19.2% | +20.3% | -39.5% | -23.3% |
| YTD | +12.9% | +27.1% | -14.2% | +5.5% |
| 1Y | +19.8% | +35.3% | -15.5% | +9.9% |
| 3Y | +37.3% | +139.8% | -102.5% | +7.1% |
| 5Y | +74.4% | +153.9% | -79.5% | +33.1% |
| 10Y | +188.9% | +285.9% | -97.0% | +94.6% |
| All | +11,511.2% | +6,550.0% | +4,961.2% | +4,311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling