+12,808.2%
LMT vs TSN
+1,033.0%
+11,775.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +5.1% | -1.4% | +6.5% | +5.4% |
| 30D | +14.1% | +8.5% | +5.6% | +12.6% |
| 3M | +0.3% | +5.3% | -5.0% | -0.7% |
| 6M | +16.1% | -10.5% | +26.6% | +17.7% |
| YTD | +25.5% | +3.0% | +22.5% | +24.2% |
| 1Y | +34.1% | +12.1% | +22.0% | +30.9% |
| 3Y | +45.1% | +43.1% | +2.0% | +35.3% |
| 5Y | +100.9% | -15.1% | +116.0% | +101.7% |
| 10Y | +199.4% | +14.8% | +184.6% | +179.8% |
| All | +12,808.2% | +1,033.0% | +11,775.2% | +6,955.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling