-10.4%
TSCO vs LMT
+72.2%
-82.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -8.8% | -13.1% | +4.3% | -6.0% |
| 3M | +6.3% | -3.9% | +10.2% | +7.0% |
| 6M | -32.3% | -18.3% | -14.0% | -29.7% |
| YTD | -32.7% | +10.3% | -43.0% | -34.6% |
| 1Y | -43.7% | +14.2% | -57.9% | -45.8% |
| 3Y | -19.7% | +35.0% | -54.6% | -26.9% |
| All | -10.4% | +72.2% | -82.6% | -23.0% |
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 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