+364.1%
TTD vs LMT
+186.2%
+177.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | +3.0% | -10.8% | +13.8% | +6.0% |
| 3M | -27.6% | +1.6% | -29.2% | -28.5% |
| 6M | -49.5% | -17.6% | -31.9% | -47.0% |
| YTD | -63.2% | +11.6% | -74.8% | -65.1% |
| 1Y | -69.7% | +17.2% | -87.0% | -71.8% |
| 3Y | -83.3% | +35.7% | -119.1% | -85.7% |
| 5Y | -80.8% | +75.2% | -156.0% | -85.9% |
| All | +364.1% | +186.2% | +177.9% | +192.8% |
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