+47,655.7%
TSCO vs LMT
+5,727.5%
+41,928.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -4.4% | -10.8% | +6.4% | -1.8% |
| 3M | +9.7% | +1.6% | +8.1% | +9.0% |
| 6M | -32.4% | -17.6% | -14.9% | -29.5% |
| YTD | -31.7% | +11.6% | -43.2% | -33.9% |
| 1Y | -41.3% | +17.2% | -58.5% | -43.9% |
| 3Y | -18.3% | +35.7% | -54.0% | -25.5% |
| 5Y | -10.3% | +75.2% | -85.5% | -23.6% |
| 10Y | +188.5% | +190.1% | -1.6% | +117.0% |
| All | +47,655.7% | +5,727.5% | +41,928.2% | +17,129.6% |
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