+1,977.1%
LMT vs TCOM
+2,658.7%
-681.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -1.5% | -7.6% | +6.1% | -0.8% |
| 30D | -8.2% | -12.2% | +4.0% | -7.2% |
| 3M | +3.7% | -14.2% | +17.9% | +4.9% |
| 6M | -19.2% | -25.0% | +5.8% | -17.3% |
| YTD | +12.9% | -43.7% | +56.5% | +18.2% |
| 1Y | +19.8% | -44.5% | +64.3% | +25.5% |
| 3Y | +37.3% | +13.4% | +23.8% | +31.8% |
| 5Y | +74.4% | +26.5% | +47.9% | +59.9% |
| 10Y | +188.9% | -10.3% | +199.2% | +164.4% |
| All | +1,977.1% | +2,658.7% | -681.5% | +1,239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling