+98.8%
LMT vs TT
+139.1%
-40.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.2% |
| 7D | -8.5% | +1.7% | -10.3% | -8.7% |
| 30D | +15.4% | -11.8% | +27.3% | +16.7% |
| 3M | +0.7% | -12.6% | +13.3% | +1.9% |
| 6M | +17.6% | -9.4% | +27.0% | +18.3% |
| YTD | +23.8% | +8.8% | +15.0% | +21.6% |
| 1Y | +31.6% | -2.5% | +34.2% | +30.9% |
| 3Y | +44.0% | +95.7% | -51.7% | +30.8% |
| 5Y | +98.8% | +135.7% | -36.9% | +65.8% |
| All | +98.8% | +139.1% | -40.3% | +65.8% |
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