+420.9%
TTD vs LMT
+221.8%
+199.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +21.3% | +5.1% | +16.2% | +19.8% |
| 30D | +28.7% | +14.1% | +14.6% | +24.1% |
| 3M | +7.7% | +0.3% | +7.4% | +7.3% |
| 6M | -23.5% | +16.1% | -39.6% | -27.3% |
| YTD | -58.7% | +25.5% | -84.2% | -62.1% |
| 1Y | -63.4% | +34.1% | -97.6% | -67.2% |
| 3Y | -75.3% | +45.1% | -120.4% | -79.1% |
| 5Y | -84.4% | +100.9% | -185.3% | -88.9% |
| 10Y | +516.1% | +199.4% | +316.7% | +250.6% |
| All | +420.9% | +221.8% | +199.1% | +217.9% |
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 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