+411.0%
TSM vs LMT
+36.2%
+374.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.5% |
| 7D | +6.0% | -1.5% | +7.6% | +5.9% |
| 30D | +4.5% | -8.2% | +12.8% | +3.7% |
| 3M | +3.1% | +3.7% | -0.6% | +3.7% |
| 6M | +30.2% | -19.2% | +49.4% | +30.0% |
| YTD | +45.2% | +12.9% | +32.3% | +46.9% |
| 1Y | +79.6% | +19.8% | +59.8% | +83.0% |
| 3Y | +411.0% | +37.3% | +373.7% | +455.4% |
| All | +411.0% | +36.2% | +374.8% | +455.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling