+98.8%
LMT vs TMF
-88.4%
+187.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | -8.5% | +0.6% | -9.1% | -8.6% |
| 30D | +15.4% | +16.3% | -0.9% | +15.1% |
| 3M | +0.7% | -2.7% | +3.3% | +0.6% |
| 6M | +17.6% | -13.2% | +30.8% | +17.7% |
| YTD | +23.8% | -16.7% | +40.5% | +24.0% |
| 1Y | +31.6% | -22.7% | +54.4% | +32.0% |
| 3Y | +44.0% | -26.1% | +70.1% | +44.3% |
| 5Y | +98.8% | -88.4% | +187.3% | +100.9% |
| All | +98.8% | -88.4% | +187.2% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling