+3,368.3%
LMT vs TTMI
+522.4%
+2,845.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.9% |
| 7D | -1.5% | +12.2% | -13.7% | -2.4% |
| 30D | -8.2% | -5.7% | -2.5% | -8.0% |
| 3M | +3.7% | -27.5% | +31.2% | +5.3% |
| 6M | -19.2% | +47.1% | -66.3% | -22.9% |
| YTD | +12.9% | +87.5% | -74.6% | +5.2% |
| 1Y | +19.8% | +175.2% | -155.4% | +7.8% |
| 3Y | +37.3% | +901.9% | -864.7% | +9.6% |
| 5Y | +74.4% | +843.5% | -769.1% | +38.1% |
| 10Y | +188.9% | +1,077.0% | -888.1% | +120.0% |
| All | +3,368.3% | +522.4% | +2,845.8% | +2,246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling