+305.7%
TMUS vs LMT
+191.8%
+113.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -5.8% | -0.5% | -5.2% | -5.6% |
| 30D | -0.2% | -10.8% | +10.5% | +2.6% |
| 3M | -4.0% | +1.6% | -5.6% | -5.0% |
| 6M | -18.1% | -17.6% | -0.6% | -14.3% |
| YTD | -11.3% | +11.6% | -22.9% | -15.5% |
| 1Y | -24.7% | +17.2% | -42.0% | -29.5% |
| 3Y | +35.4% | +35.7% | -0.3% | +18.6% |
| 5Y | +42.4% | +75.2% | -32.8% | +11.8% |
| All | +305.7% | +191.8% | +113.8% | +180.1% |
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