+1,757.1%
TSM vs LMT
+191.8%
+1,565.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | +1.4% | -10.8% | +12.2% | +3.2% |
| 3M | +5.0% | +1.6% | +3.4% | +4.2% |
| 6M | +24.0% | -17.6% | +41.5% | +27.8% |
| YTD | +41.6% | +11.6% | +30.0% | +37.3% |
| 1Y | +66.2% | +17.2% | +48.9% | +59.5% |
| 3Y | +398.2% | +35.7% | +362.5% | +352.4% |
| 5Y | +277.6% | +75.2% | +202.4% | +208.1% |
| All | +1,757.1% | +191.8% | +1,565.3% | +1,321.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling