+1,046.0%
LMT vs VCLT
+103.4%
+942.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | -8.5% | -0.9% | -7.6% | -8.5% |
| 3M | +1.8% | -3.2% | +5.1% | +2.0% |
| 6M | -19.9% | -3.8% | -16.1% | -19.8% |
| YTD | +10.6% | -2.0% | +12.6% | +10.7% |
| 1Y | +17.9% | -0.8% | +18.8% | +18.0% |
| 3Y | +27.0% | +12.3% | +14.7% | +26.3% |
| 5Y | +68.7% | -15.4% | +84.1% | +67.3% |
| 10Y | +181.1% | +15.7% | +165.3% | +191.8% |
| All | +1,046.0% | +103.4% | +942.6% | +1,290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling