+185.8%
LMT vs VEA
+165.0%
+20.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -0.2% | -1.5% | +1.2% | +0.5% |
| 30D | -13.1% | -0.8% | -12.2% | -12.8% |
| 3M | -3.9% | +2.5% | -6.3% | -5.4% |
| 6M | -18.3% | +11.1% | -29.4% | -23.3% |
| YTD | +10.3% | +17.2% | -6.8% | +0.5% |
| 1Y | +14.2% | +24.5% | -10.3% | +0.6% |
| 3Y | +35.0% | +75.4% | -40.4% | -3.5% |
| 5Y | +73.2% | +61.1% | +12.1% | +29.3% |
| All | +185.8% | +165.0% | +20.8% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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