+71.8%
LMT vs TSN
-20.2%
+92.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -1.3% | -7.3% | +6.0% | -0.4% |
| 30D | -12.5% | -8.6% | -3.9% | -11.5% |
| 3M | -0.5% | -7.5% | +7.1% | +0.4% |
| 6M | -20.0% | -14.1% | -5.9% | -18.6% |
| YTD | +10.4% | -9.4% | +19.8% | +11.4% |
| 1Y | +17.7% | -4.1% | +21.8% | +17.6% |
| 3Y | +34.3% | +10.3% | +23.9% | +31.0% |
| 5Y | +71.8% | -19.7% | +91.5% | +75.3% |
| All | +71.8% | -20.2% | +92.0% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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