+205.2%
LMT vs TT
+744.7%
-539.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -5.6% | +0.8% | -6.4% | -5.8% |
| 30D | +18.4% | -11.8% | +30.1% | +22.1% |
| 3M | +0.6% | -11.6% | +12.2% | +3.6% |
| 6M | +20.6% | -9.3% | +29.9% | +22.8% |
| YTD | +27.0% | +8.9% | +18.1% | +21.7% |
| 1Y | +36.9% | -2.2% | +39.1% | +35.4% |
| 3Y | +46.9% | +91.9% | -45.0% | +13.6% |
| 5Y | +104.2% | +136.0% | -31.8% | +42.5% |
| 10Y | +205.2% | +734.7% | -529.5% | +28.2% |
| All | +205.2% | +744.7% | -539.4% | +28.2% |
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