+74.4%
LMT vs TMF
-87.6%
+162.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| 3M | +3.7% | -8.2% | +12.0% | +3.8% |
| 6M | -19.2% | -19.5% | +0.3% | -19.0% |
| YTD | +12.9% | -16.0% | +28.8% | +13.0% |
| 1Y | +19.8% | -22.5% | +42.3% | +20.0% |
| 3Y | +37.3% | -42.3% | +79.5% | +37.1% |
| 5Y | +74.4% | -87.7% | +162.1% | +71.2% |
| All | +74.4% | -87.6% | +162.0% | +71.2% |
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 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