+290.8%
TMUS vs LMT
+978.5%
-687.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +2.6% |
| 7D | +5.3% | -8.5% | +13.9% | +8.9% |
| 30D | +13.5% | +15.4% | -1.9% | +6.5% |
| 3M | -4.2% | +0.7% | -4.9% | -5.3% |
| 6M | -11.9% | +17.6% | -29.5% | -19.2% |
| YTD | -15.6% | +23.8% | -39.4% | -25.3% |
| 1Y | -16.8% | +31.6% | -48.4% | -28.4% |
| 3Y | +20.8% | +44.0% | -23.2% | -3.1% |
| 5Y | +48.0% | +98.8% | -50.8% | -1.1% |
| 10Y | +234.7% | +202.1% | +32.6% | +65.4% |
| All | +290.8% | +978.5% | -687.7% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling