+1,069.7%
LMT vs VCLT
+103.3%
+966.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | -8.2% | -0.6% | -7.7% | -8.2% |
| 3M | +3.7% | -2.2% | +6.0% | +3.8% |
| 6M | -19.2% | -2.9% | -16.3% | -19.1% |
| YTD | +12.9% | -2.1% | +14.9% | +13.0% |
| 1Y | +19.8% | -2.6% | +22.4% | +19.9% |
| 3Y | +37.3% | +12.5% | +24.8% | +36.6% |
| 5Y | +74.4% | -15.3% | +89.7% | +73.0% |
| 10Y | +188.9% | +16.6% | +172.3% | +200.5% |
| All | +1,069.7% | +103.3% | +966.4% | +1,319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling