+185.8%
LMT vs LVS
0.0%
+185.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -0.2% | -3.5% | +3.3% | +0.2% |
| 30D | -13.1% | -6.2% | -6.8% | -12.5% |
| 3M | -3.9% | -14.8% | +11.0% | -2.3% |
| 6M | -18.3% | -20.9% | +2.6% | -16.4% |
| YTD | +10.3% | -33.0% | +43.4% | +14.7% |
| 1Y | +14.2% | -20.0% | +34.3% | +15.9% |
| 3Y | +35.0% | -6.9% | +41.9% | +32.6% |
| 5Y | +73.2% | +9.1% | +64.2% | +60.4% |
| All | +185.8% | 0.0% | +185.8% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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