+36.5%
LMT vs TSLQ
-95.5%
+132.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.1% |
| 7D | -0.5% | +5.7% | -6.2% | -0.6% |
| 30D | -10.8% | -21.1% | +10.3% | -10.6% |
| 3M | +1.6% | -11.5% | +13.1% | +1.5% |
| 6M | -17.6% | -14.9% | -2.6% | -17.6% |
| YTD | +11.6% | +2.4% | +9.2% | +11.6% |
| 1Y | +17.2% | -49.8% | +67.0% | +17.2% |
| All | +36.5% | -95.5% | +132.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling