+1,058.3%
LMT vs TMF
-68.9%
+1,127.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -6.3% | -1.4% | -4.8% | -6.4% |
| 30D | -8.5% | -2.8% | -5.7% | -8.7% |
| 3M | +1.8% | -10.9% | +12.7% | +0.8% |
| 6M | -19.9% | -21.3% | +1.4% | -21.6% |
| YTD | +10.6% | -15.9% | +26.4% | +9.0% |
| 1Y | +17.9% | -15.7% | +33.7% | +16.4% |
| 3Y | +27.0% | -43.4% | +70.3% | +22.2% |
| 5Y | +68.7% | -87.8% | +156.4% | +38.1% |
| 10Y | +181.1% | -86.7% | +267.8% | +145.4% |
| All | +1,058.3% | -68.9% | +1,127.2% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling