+12,808.2%
LMT vs TFC
+2,536.2%
+10,272.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +5.1% | +2.3% | +2.8% | +4.7% |
| 30D | +14.1% | +10.8% | +3.3% | +11.8% |
| 3M | +0.3% | -3.8% | +4.0% | +1.0% |
| 6M | +16.1% | +9.6% | +6.5% | +13.8% |
| YTD | +25.5% | +5.8% | +19.7% | +23.4% |
| 1Y | +34.1% | +16.2% | +18.0% | +29.5% |
| 3Y | +45.1% | +96.0% | -50.9% | +23.8% |
| 5Y | +100.9% | +1.7% | +99.3% | +90.6% |
| 10Y | +199.4% | +79.9% | +119.6% | +142.2% |
| All | +12,808.2% | +2,536.2% | +10,272.0% | +7,952.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling