+71.8%
LMT vs TFC
+14.8%
+57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -12.5% | -2.3% | -10.2% | -12.4% |
| 3M | -0.5% | +2.5% | -2.9% | -0.6% |
| 6M | -20.0% | +9.5% | -29.5% | -20.5% |
| YTD | +10.4% | +5.1% | +5.3% | +9.9% |
| 1Y | +17.7% | +15.5% | +2.2% | +16.3% |
| 3Y | +34.3% | +95.2% | -60.9% | +27.0% |
| 5Y | +71.8% | +14.5% | +57.3% | +58.6% |
| All | +71.8% | +14.8% | +57.1% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling