+185.8%
LMT vs VCLT
+17.1%
+168.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.2% | -1.4% | +1.1% | 0.0% |
| 30D | -13.1% | -1.2% | -11.9% | -12.9% |
| 3M | -3.9% | -4.8% | +0.9% | -3.1% |
| 6M | -18.3% | -2.6% | -15.7% | -17.9% |
| YTD | +10.3% | -3.3% | +13.7% | +10.9% |
| 1Y | +14.2% | -4.8% | +19.1% | +15.1% |
| 3Y | +35.0% | +11.5% | +23.5% | +32.2% |
| 5Y | +73.2% | -17.0% | +90.2% | +77.3% |
| All | +185.8% | +17.1% | +168.7% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling