+414.0%
TTD vs LMT
+226.2%
+187.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +20.8% | +4.8% | +15.9% | +19.4% |
| 30D | +27.1% | +19.9% | +7.3% | +20.9% |
| 3M | +14.7% | +0.2% | +14.5% | +14.3% |
| 6M | -26.8% | +17.4% | -44.3% | -30.7% |
| YTD | -59.2% | +27.2% | -86.4% | -62.7% |
| 1Y | -64.7% | +35.6% | -100.3% | -68.4% |
| 3Y | -75.8% | +47.1% | -122.9% | -79.6% |
| 5Y | -84.6% | +103.7% | -188.2% | -89.1% |
| 10Y | +507.9% | +203.5% | +304.4% | +244.7% |
| All | +414.0% | +226.2% | +187.8% | +212.5% |
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