+237.8%
TMUS vs LMT
+197.1%
+40.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +4.9% | +5.1% | -0.2% | +3.6% |
| 30D | +7.7% | +14.1% | -6.4% | +3.7% |
| 3M | -6.8% | +0.3% | -7.1% | -7.3% |
| 6M | -9.7% | +16.1% | -25.8% | -14.1% |
| YTD | -15.0% | +25.5% | -40.4% | -21.7% |
| 1Y | -19.1% | +34.1% | -53.3% | -27.1% |
| 3Y | +21.4% | +45.1% | -23.7% | +4.7% |
| 5Y | +51.2% | +100.9% | -49.8% | +14.2% |
| All | +237.8% | +197.1% | +40.7% | +120.4% |
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