+103.7%
LMT vs TFC
-0.6%
+104.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +19.9% | +8.6% | +11.2% | +19.2% |
| 3M | +0.2% | -4.3% | +4.5% | +0.4% |
| 6M | +17.4% | +5.4% | +12.0% | +17.0% |
| YTD | +27.2% | +4.5% | +22.6% | +26.6% |
| 1Y | +35.6% | +14.0% | +21.6% | +34.2% |
| 3Y | +47.1% | +93.4% | -46.3% | +40.0% |
| 5Y | +103.7% | +0.5% | +103.2% | +92.6% |
| All | +103.7% | -0.6% | +104.3% | +92.6% |
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