+187.0%
LMT vs TMF
-86.2%
+273.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.3% |
| 7D | -1.3% | -0.9% | -0.5% | -1.4% |
| 30D | -12.5% | -1.0% | -11.5% | -12.6% |
| 3M | -0.5% | -11.3% | +10.8% | -1.3% |
| 6M | -20.0% | -22.7% | +2.7% | -21.5% |
| YTD | +10.4% | -17.3% | +27.7% | +9.0% |
| 1Y | +17.7% | -22.5% | +40.2% | +15.6% |
| 3Y | +34.3% | -43.2% | +77.5% | +29.7% |
| 5Y | +71.8% | -88.3% | +160.1% | +35.5% |
| 10Y | +187.0% | -86.0% | +273.0% | +144.5% |
| All | +187.0% | -86.2% | +273.2% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TMF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling