+17.1%
TER vs LMT
-20.6%
+37.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +4.9% |
| 7D | +0.6% | -6.3% | +6.9% | -1.8% |
| 30D | -8.3% | -8.5% | +0.2% | -11.1% |
| 3M | -12.2% | +1.8% | -14.0% | -10.6% |
| 6M | +17.1% | -19.9% | +37.0% | +12.7% |
| All | +17.1% | -20.6% | +37.7% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling