+35.0%
LMT vs VEA
+75.8%
-40.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.2% | -1.5% | +1.2% | 0.0% |
| 30D | -13.1% | -0.8% | -12.2% | -13.0% |
| 3M | -3.9% | +2.5% | -6.3% | -4.4% |
| 6M | -18.3% | +11.1% | -29.4% | -20.3% |
| YTD | +10.3% | +17.2% | -6.8% | +6.1% |
| 1Y | +14.2% | +24.5% | -10.3% | +8.4% |
| 3Y | +35.0% | +75.4% | -40.4% | +21.3% |
| All | +35.0% | +75.8% | -40.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling