+17.9%
LMT vs TT
+10.3%
+7.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -8.5% | -7.4% | -1.1% | -7.8% |
| 3M | +1.8% | -3.2% | +5.0% | +1.8% |
| 6M | -19.9% | +1.1% | -21.1% | -20.4% |
| YTD | +10.6% | +15.6% | -5.1% | +6.6% |
| 1Y | +17.9% | +9.2% | +8.8% | +14.9% |
| All | +17.9% | +10.3% | +7.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling