+328.6%
TMO vs LMT
+188.6%
+140.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +1.1% | -13.1% | +14.2% | +5.0% |
| 3M | +28.3% | -3.9% | +32.2% | +29.2% |
| 6M | +23.3% | -18.3% | +41.5% | +29.5% |
| YTD | +5.5% | +10.3% | -4.9% | +1.4% |
| 1Y | +24.5% | +14.2% | +10.3% | +18.4% |
| 3Y | +19.6% | +35.0% | -15.4% | +6.1% |
| 5Y | +8.1% | +73.2% | -65.1% | -14.3% |
| All | +328.6% | +188.6% | +140.0% | +225.5% |
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 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