+12,982.6%
LMT vs TFC
+2,504.6%
+10,478.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +19.9% | +8.6% | +11.2% | +17.9% |
| 3M | +0.2% | -4.3% | +4.5% | +1.0% |
| 6M | +17.4% | +5.4% | +12.0% | +16.0% |
| YTD | +27.2% | +4.5% | +22.6% | +25.4% |
| 1Y | +35.6% | +14.0% | +21.6% | +31.4% |
| 3Y | +47.1% | +93.4% | -46.3% | +25.9% |
| 5Y | +103.7% | +0.5% | +103.2% | +93.7% |
| 10Y | +203.5% | +77.7% | +125.8% | +146.1% |
| All | +12,982.6% | +2,504.6% | +10,478.0% | +8,080.8% |
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