+74.4%
LMT vs TT
+146.0%
-71.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | -8.2% | -7.3% | -0.9% | -7.5% |
| 3M | +3.7% | -2.6% | +6.3% | +3.9% |
| 6M | -19.2% | +5.9% | -25.1% | -20.0% |
| YTD | +12.9% | +15.4% | -2.5% | +10.4% |
| 1Y | +19.8% | +8.2% | +11.6% | +18.0% |
| 3Y | +37.3% | +122.7% | -85.4% | +23.2% |
| 5Y | +74.4% | +145.0% | -70.6% | +48.7% |
| All | +74.4% | +146.0% | -71.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling