+185.8%
LMT vs TFC
+98.7%
+87.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -13.1% | -3.4% | -9.7% | -12.4% |
| 3M | -3.9% | +0.4% | -4.3% | -4.1% |
| 6M | -18.3% | +12.7% | -30.9% | -20.6% |
| YTD | +10.3% | +5.6% | +4.8% | +8.4% |
| 1Y | +14.2% | +16.0% | -1.8% | +9.7% |
| 3Y | +35.0% | +94.0% | -59.0% | +11.8% |
| 5Y | +73.2% | +16.2% | +57.1% | +58.6% |
| All | +185.8% | +98.7% | +87.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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