+75.2%
LMT vs TCOM
+21.5%
+53.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | -0.5% | -6.5% | +6.0% | -0.6% |
| 30D | -10.8% | -16.2% | +5.5% | -11.0% |
| 3M | +1.6% | -19.3% | +20.9% | +1.3% |
| 6M | -17.6% | -27.2% | +9.7% | -17.9% |
| YTD | +11.6% | -46.2% | +57.8% | +10.7% |
| 1Y | +17.2% | -46.6% | +63.9% | +16.3% |
| 3Y | +35.7% | +8.4% | +27.3% | +36.9% |
| 5Y | +75.2% | +25.8% | +49.4% | +84.5% |
| All | +75.2% | +21.5% | +53.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling