+202.1%
LMT vs TMF
-83.0%
+285.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | -8.5% | +0.6% | -9.1% | -8.5% |
| 30D | +15.4% | +16.3% | -0.9% | +16.7% |
| 3M | +0.7% | -2.7% | +3.3% | +0.5% |
| 6M | +17.6% | -13.2% | +30.8% | +16.4% |
| YTD | +23.8% | -16.7% | +40.5% | +22.3% |
| 1Y | +31.6% | -22.7% | +54.4% | +29.3% |
| 3Y | +44.0% | -26.1% | +70.1% | +43.0% |
| 5Y | +98.8% | -88.4% | +187.3% | +56.2% |
| 10Y | +202.1% | -81.8% | +284.0% | +159.1% |
| All | +202.1% | -83.0% | +285.2% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling