-55.4%
TSLL vs LMT
+37.7%
-93.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.9% |
| 7D | +1.9% | -6.3% | +8.2% | +1.8% |
| 30D | +17.8% | -8.5% | +26.3% | +17.5% |
| 3M | -37.0% | +1.8% | -38.8% | -37.1% |
| 6M | -37.7% | -19.9% | -17.7% | -34.8% |
| YTD | -51.4% | +10.6% | -61.9% | -52.3% |
| 1Y | -23.4% | +17.9% | -41.3% | -25.6% |
| 3Y | -30.8% | +27.0% | -57.7% | -35.3% |
| All | -55.4% | +37.7% | -93.1% | -54.4% |
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