+219.1%
TER vs LMT
+74.9%
+144.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.1% |
| 7D | +11.0% | -1.5% | +12.5% | +11.0% |
| 30D | -1.9% | -8.2% | +6.4% | -1.6% |
| 3M | -0.7% | +3.7% | -4.4% | -1.0% |
| 6M | +36.4% | -19.2% | +55.5% | +39.1% |
| YTD | +92.4% | +12.9% | +79.6% | +89.4% |
| 1Y | +213.5% | +19.8% | +193.7% | +206.9% |
| 3Y | +277.2% | +37.3% | +240.0% | +254.7% |
| 5Y | +219.1% | +74.4% | +144.7% | +179.7% |
| All | +219.1% | +74.9% | +144.2% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling