+75.2%
LMT vs LVS
+3.5%
+71.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.1% |
| 7D | -0.5% | -4.3% | +3.8% | -0.5% |
| 30D | -10.8% | -6.8% | -3.9% | -10.7% |
| 3M | +1.6% | -15.6% | +17.2% | +1.7% |
| 6M | -17.6% | -20.6% | +3.0% | -17.4% |
| YTD | +11.6% | -33.4% | +45.0% | +11.8% |
| 1Y | +17.2% | -20.1% | +37.4% | +17.1% |
| 3Y | +35.7% | -7.4% | +43.2% | +34.8% |
| 5Y | +75.2% | +8.5% | +66.7% | +74.8% |
| All | +75.2% | +3.5% | +71.7% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling