+25.9%
LMT vs TCOM
-39.6%
+65.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.0% | -6.8% |
| 7D | -5.5% | +10.7% | -16.2% | -5.3% |
| 30D | +17.5% | +10.1% | +7.4% | +17.7% |
| 3M | +1.6% | -8.9% | +10.5% | +1.2% |
| 6M | +16.3% | -19.2% | +35.5% | +15.5% |
| YTD | +25.3% | -40.6% | +65.9% | +21.2% |
| 1Y | +25.9% | -39.0% | +64.9% | +22.7% |
| All | +25.9% | -39.6% | +65.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling