+278.9%
TSM vs LMT
+106.8%
+172.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.1% | +4.3% |
| 7D | +4.4% | +2.5% | +1.9% | +4.5% |
| 30D | -7.0% | +19.2% | -26.2% | -5.8% |
| 3M | -1.8% | +2.7% | -4.5% | -1.3% |
| 6M | +2.7% | +20.6% | -17.9% | +4.1% |
| YTD | +37.1% | +28.4% | +8.7% | +39.3% |
| 1Y | +43.5% | +36.9% | +6.5% | +46.1% |
| 3Y | +341.5% | +48.5% | +293.0% | +350.1% |
| 5Y | +278.9% | +107.6% | +171.3% | +293.3% |
| All | +278.9% | +106.8% | +172.0% | +293.3% |
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