+131.2%
TLT vs LMT
+1,495.6%
-1,364.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | 0.0% |
| 7D | -0.4% | -6.3% | +5.8% | -1.1% |
| 30D | -0.6% | -8.5% | +7.9% | -1.5% |
| 3M | -2.7% | +1.8% | -4.6% | -2.4% |
| 6M | -5.6% | -19.9% | +14.3% | -7.8% |
| YTD | -2.8% | +10.6% | -13.4% | -1.3% |
| 1Y | -1.4% | +17.9% | -19.4% | +0.9% |
| 3Y | -1.6% | +27.0% | -28.5% | +2.2% |
| 5Y | -33.8% | +68.7% | -102.5% | -28.0% |
| 10Y | -21.1% | +181.1% | -202.2% | -5.8% |
| All | +131.2% | +1,495.6% | -1,364.4% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling