+41.0%
TSM vs LMT
+35.9%
+5.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -2.0% |
| 7D | +14.8% | +4.8% | +10.0% | +15.3% |
| 30D | -8.9% | +19.9% | -28.8% | -6.3% |
| 3M | -5.3% | +0.2% | -5.4% | -4.2% |
| 6M | +2.6% | +17.4% | -14.8% | +5.5% |
| YTD | +34.5% | +27.2% | +7.3% | +31.3% |
| 1Y | +41.0% | +35.6% | +5.4% | +36.5% |
| All | +41.0% | +35.9% | +5.1% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling