+46.5%
LMT vs TSLQ
-97.2%
+143.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -0.2% | -6.6% | +6.4% | -0.2% |
| 30D | -13.1% | -24.3% | +11.2% | -13.0% |
| 3M | -3.9% | -3.6% | -0.3% | -3.8% |
| 6M | -18.3% | -12.0% | -6.3% | -18.2% |
| YTD | +10.3% | +1.4% | +9.0% | +10.5% |
| 1Y | +14.2% | -43.6% | +57.8% | +14.1% |
| 3Y | +35.0% | -95.4% | +130.4% | +35.0% |
| All | +46.5% | -97.2% | +143.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling