+11,275.8%
LMT vs TT
+16,138.6%
-4,862.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -8.5% | -7.2% | -1.3% | -6.9% |
| 3M | +1.8% | -3.0% | +4.8% | +2.2% |
| 6M | -19.9% | +1.4% | -21.3% | -20.7% |
| YTD | +10.6% | +15.9% | -5.3% | +6.0% |
| 1Y | +17.9% | +9.4% | +8.5% | +14.4% |
| 3Y | +27.0% | +124.4% | -97.4% | +1.7% |
| 5Y | +68.7% | +138.0% | -69.3% | +31.0% |
| 10Y | +181.1% | +886.4% | -705.3% | +53.9% |
| All | +11,275.8% | +16,138.6% | -4,862.8% | +2,837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling