-21.2%
TMUS vs LMT
+26.0%
-47.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.9% | +10.0% | +2.6% |
| 7D | +7.5% | -5.5% | +13.0% | +7.0% |
| 30D | -3.3% | +17.5% | -20.8% | -2.6% |
| 3M | -9.7% | +1.6% | -11.3% | -10.1% |
| 6M | -17.2% | +16.3% | -33.5% | -16.2% |
| YTD | -20.3% | +25.3% | -45.6% | -19.4% |
| 1Y | -21.2% | +25.9% | -47.1% | -19.2% |
| All | -21.2% | +26.0% | -47.2% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling