+419.8%
TXN vs LMT
+188.6%
+231.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.1% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.9% | -13.1% | +10.2% | +1.0% |
| 3M | -9.1% | -3.9% | -5.2% | -8.7% |
| 6M | +36.6% | -18.3% | +54.9% | +44.1% |
| YTD | +57.5% | +10.3% | +47.1% | +49.3% |
| 1Y | +49.5% | +14.2% | +35.3% | +39.8% |
| 3Y | +76.5% | +35.0% | +41.6% | +50.5% |
| 5Y | +62.4% | +73.2% | -10.9% | +19.6% |
| All | +419.8% | +188.6% | +231.2% | +238.4% |
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