+193.4%
LMT vs TMF
-86.0%
+279.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.5% | +1.0% | -2.5% | -1.5% |
| 30D | -8.2% | -1.8% | -6.4% | -8.3% |
| 3M | +3.7% | -8.2% | +12.0% | +3.1% |
| 6M | -19.2% | -19.5% | +0.3% | -20.4% |
| YTD | +12.9% | -16.0% | +28.8% | +11.5% |
| 1Y | +19.8% | -22.5% | +42.3% | +17.7% |
| 3Y | +37.3% | -42.3% | +79.5% | +32.8% |
| 5Y | +74.4% | -87.7% | +162.1% | +38.7% |
| All | +193.4% | -86.0% | +279.4% | +150.2% |
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