+277.2%
TER vs LMT
+36.2%
+241.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.4% |
| 7D | +11.0% | -1.5% | +12.5% | +10.8% |
| 30D | -1.9% | -8.2% | +6.4% | -2.6% |
| 3M | -0.7% | +3.7% | -4.4% | -0.2% |
| 6M | +36.4% | -19.2% | +55.5% | +36.7% |
| YTD | +92.4% | +12.9% | +79.6% | +93.4% |
| 1Y | +213.5% | +19.8% | +193.7% | +216.4% |
| 3Y | +277.2% | +37.3% | +240.0% | +306.1% |
| All | +277.2% | +36.2% | +241.0% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 3y: compounded portfolio wealth divided by compounded LMT 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…
3y analysis · Full analysis span regression · 6 months rolling