+12,919.2%
TSM vs LMT
+2,233.5%
+10,685.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +14.8% | +4.8% | +10.0% | +13.6% |
| 30D | -8.9% | +19.9% | -28.8% | -12.9% |
| 3M | -5.3% | +0.2% | -5.4% | -5.7% |
| 6M | +2.6% | +17.4% | -14.8% | -2.3% |
| YTD | +34.5% | +27.2% | +7.3% | +24.9% |
| 1Y | +41.0% | +35.6% | +5.4% | +28.8% |
| 3Y | +333.1% | +47.1% | +286.0% | +279.9% |
| 5Y | +270.1% | +103.7% | +166.4% | +191.2% |
| 10Y | +1,608.7% | +203.5% | +1,405.2% | +1,076.6% |
| All | +12,919.2% | +2,233.5% | +10,685.7% | +7,397.1% |
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