-80.9%
TTD vs LMT
+71.0%
-152.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -4.6% | -1.3% | -3.3% | -4.6% |
| 30D | +3.7% | -12.5% | +16.2% | +3.7% |
| 3M | -30.2% | -0.5% | -29.8% | -30.3% |
| 6M | -51.4% | -20.0% | -31.4% | -50.9% |
| YTD | -63.4% | +10.4% | -73.8% | -63.8% |
| 1Y | -73.5% | +17.7% | -91.2% | -73.8% |
| 3Y | -83.5% | +34.3% | -117.7% | -84.0% |
| 5Y | -80.9% | +71.8% | -152.8% | -82.9% |
| All | -80.9% | +71.0% | -152.0% | -82.9% |
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