+11,275.8%
LMT vs TSN
+890.5%
+10,385.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -6.3% | -6.3% | +0.1% | -5.4% |
| 30D | -8.5% | -10.8% | +2.3% | -6.9% |
| 3M | +1.8% | -8.8% | +10.6% | +3.1% |
| 6M | -19.9% | -16.8% | -3.1% | -17.9% |
| YTD | +10.6% | -10.0% | +20.6% | +11.9% |
| 1Y | +17.9% | -5.3% | +23.2% | +18.2% |
| 3Y | +27.0% | +8.5% | +18.4% | +23.8% |
| 5Y | +68.7% | -22.9% | +91.6% | +72.0% |
| 10Y | +181.1% | -12.6% | +193.7% | +173.7% |
| All | +11,275.8% | +890.5% | +10,385.4% | +6,256.6% |
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