-5.6%
TLT vs LMT
+26.0%
-31.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.9% |
| 7D | +1.0% | -5.5% | +6.5% | +1.0% |
| 30D | +6.0% | +17.5% | -11.4% | +5.7% |
| 3M | -0.9% | +1.6% | -2.5% | -1.2% |
| 6M | -2.3% | +16.3% | -18.6% | -2.6% |
| YTD | -3.3% | +25.3% | -28.6% | -3.9% |
| 1Y | -5.6% | +25.9% | -31.5% | -5.8% |
| All | -5.6% | +26.0% | -31.6% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling