-20.8%
TLT vs LMT
+191.8%
-212.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.1% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | -1.3% | -10.8% | +9.4% | -2.3% |
| 3M | -3.7% | +1.6% | -5.3% | -3.5% |
| 6M | -6.4% | -17.6% | +11.2% | -7.9% |
| YTD | -4.5% | +11.6% | -16.1% | -3.1% |
| 1Y | -5.9% | +17.2% | -23.1% | -4.0% |
| 3Y | -2.8% | +35.7% | -38.5% | +1.5% |
| 5Y | -35.1% | +75.2% | -110.3% | -28.5% |
| All | -20.8% | +191.8% | -212.6% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling