+190.4%
LMT vs TT
+725.1%
-534.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +5.1% | +4.0% | +1.1% | +4.0% |
| 30D | +14.1% | -11.3% | +25.4% | +17.6% |
| 3M | +0.3% | -12.3% | +12.6% | +3.5% |
| 6M | +16.1% | -10.8% | +26.9% | +18.8% |
| YTD | +25.5% | +8.2% | +17.3% | +20.5% |
| 1Y | +34.1% | +1.5% | +32.7% | +31.2% |
| 3Y | +45.1% | +91.5% | -46.4% | +12.2% |
| 5Y | +100.9% | +130.2% | -29.3% | +41.6% |
| All | +190.4% | +725.1% | -534.7% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling