+10.6%
TMO vs LMT
+72.2%
-61.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +1.1% | -13.1% | +14.2% | +3.3% |
| 3M | +28.3% | -3.9% | +32.2% | +28.6% |
| 6M | +23.3% | -18.3% | +41.5% | +25.9% |
| YTD | +5.5% | +10.3% | -4.9% | +3.2% |
| 1Y | +24.5% | +14.2% | +10.3% | +21.2% |
| 3Y | +19.6% | +35.0% | -15.4% | +13.2% |
| All | +10.6% | +72.2% | -61.6% | +3.7% |
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