+75.2%
LMT vs TTMI
+798.2%
-723.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -0.5% | +6.0% | -6.6% | -0.7% |
| 30D | -10.8% | -6.4% | -4.3% | -10.7% |
| 3M | +1.6% | -28.9% | +30.5% | +1.9% |
| 6M | -17.6% | +26.9% | -44.4% | -19.3% |
| YTD | +11.6% | +77.3% | -65.7% | +7.4% |
| 1Y | +17.2% | +147.5% | -130.3% | +11.1% |
| 3Y | +35.7% | +847.6% | -811.9% | +18.7% |
| 5Y | +75.2% | +802.2% | -727.0% | +53.2% |
| All | +75.2% | +798.2% | -723.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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