+13,111.6%
LMT vs TT
+15,302.6%
-2,191.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.9% |
| 7D | +2.5% | +3.5% | -1.0% | +1.7% |
| 30D | +19.2% | -11.0% | +30.2% | +22.2% |
| 3M | +2.7% | -12.0% | +14.7% | +5.4% |
| 6M | +20.6% | -10.4% | +31.0% | +22.9% |
| YTD | +28.4% | +9.9% | +18.5% | +24.2% |
| 1Y | +36.9% | +1.5% | +35.4% | +34.8% |
| 3Y | +48.5% | +93.7% | -45.2% | +23.4% |
| 5Y | +107.6% | +139.2% | -31.6% | +60.6% |
| 10Y | +206.5% | +741.5% | -535.0% | +73.6% |
| All | +13,111.6% | +15,302.6% | -2,191.0% | +3,342.9% |
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