-34.9%
TLT vs LMT
+71.0%
-105.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -0.3% | -1.3% | +1.1% | -0.3% |
| 30D | 0.0% | -12.5% | +12.5% | +0.1% |
| 3M | -2.9% | -0.5% | -2.4% | -2.9% |
| 6M | -6.3% | -20.0% | +13.8% | -6.0% |
| YTD | -3.3% | +10.4% | -13.7% | -3.5% |
| 1Y | -4.2% | +17.7% | -21.9% | -4.5% |
| 3Y | -1.7% | +34.3% | -35.9% | -2.0% |
| 5Y | -34.9% | +71.8% | -106.7% | -33.7% |
| All | -34.9% | +71.0% | -105.9% | -33.7% |
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