-49.1%
TSLL vs LMT
+56.2%
-105.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.7% |
| 7D | +17.8% | +5.1% | +12.7% | +17.6% |
| 30D | +8.2% | +14.1% | -5.9% | +8.7% |
| 3M | +20.9% | +0.3% | +20.6% | +21.2% |
| 6M | -37.5% | +16.1% | -53.6% | -37.3% |
| YTD | -44.5% | +25.5% | -70.0% | -45.3% |
| 1Y | -33.0% | +34.1% | -67.1% | -34.9% |
| 3Y | -6.4% | +45.1% | -51.4% | -12.9% |
| All | -49.1% | +56.2% | -105.4% | -47.8% |
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