+185.8%
LMT vs TCOM
-9.8%
+195.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.2% | -4.9% | +4.7% | 0.0% |
| 30D | -13.1% | -14.4% | +1.3% | -12.5% |
| 3M | -3.9% | -17.7% | +13.8% | -3.2% |
| 6M | -18.3% | -25.1% | +6.8% | -17.3% |
| YTD | +10.3% | -45.7% | +56.1% | +13.1% |
| 1Y | +14.2% | -47.9% | +62.1% | +17.2% |
| 3Y | +35.0% | +8.9% | +26.0% | +31.9% |
| 5Y | +73.2% | +26.9% | +46.4% | +66.4% |
| All | +185.8% | -9.8% | +195.6% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling